Impact of Basel Capital Accord on Bank Behaviour, the impact of Basel Risk based capital requirement (accord I) on Bank performance in the Context of a Small Service-Based island Economy
This paper tests the effect of the Basel Risk Based Capital Requirements (Basel Accord 1) on Mauritian banks' behaviour, using a sample of 9 commercial banks. In the absence of any simultaneity between change in capital ratio and change in credit risk following the application of 3SLS to an ext...
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| Format: | Journal Article |
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Maldives Research
2015
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| Online Access: | http://ijse.maldivesresearch.org/IJSE-Issue2/Basel_ACCORD_on_Bank_performance-shalini-ramessur-and-Polodoo.pdf http://hdl.handle.net/20.500.11937/61855 |