Liebig, Thilo
[VerfasserIn]
;
Porath, Daniel
[Sonstige Person, Familie und Körperschaft];
Weder di Mauro, Beatrice
[Sonstige Person, Familie und Körperschaft];
Wedow, Michael
[Sonstige Person, Familie und Körperschaft]
How Will Basel Ii Affect Bank Lending to Emerging Markets? An Analysis Based on German Bank Level Data
Anmerkungen:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2004 erstellt
Beschreibung:
This paper investigates whether the new Basel Accord will induce a change in bank lending to emerging markets using a comprehensive new data set on German banks' foreign exposure. We test two interlinked hypotheses on the conditions under which the change in the regulatory capital would leavelending flows unaffected. This would be the case if (i) the new regulatory capital requirement remains below the economic capital and (ii) banks' economic capital to emerging markets already adequately reflects risk.On both accounts the evidence indicates that the new Basel Accord should have a limited effect on lending to emerging markets