•  
  •  
 

Economic and Financial Review

Authors

N. Arua

Publisher

Central Bank of Nigeria, Research Department

Keywords

Banks minimum capital requirement, Credit risk, Market risk, Operational risk, Basel 1 & 11 capital accords, Risk weighted assets, Benchmark risk weights

Abstract

The paper presents a critique of the form of the risk-based capital standards known as Basel 1 & 11. The substance of being capital adequacy requirements on risk sensitivity remains unquestionable. It also examines the likely implications of the Basel 11 Capital Accord for the Nigerian banking system and advises that the CBN should consider carefully the cost implication of the new Accord before developing timetable for its implementation.

Issue

44

Volume

3

Recommended Citation

Arua, N. (2006).Risk-based capital standards for banks: a critique. CBN Economic and Financial Review, 44(3), 63-87.

Share

COinS
 
 

To view the content in your browser, please download Adobe Reader or, alternately,
you may Download the file to your hard drive.

NOTE: The latest versions of Adobe Reader do not support viewing PDF files within Firefox on Mac OS and if you are using a modern (Intel) Mac, there is no official plugin for viewing PDF files within the browser window.