Abstract
The paper discusses in brief the implications Basel II regarding assessment of credit risk in the commercial banking sector under both the standardized approach and the foundation and advanced Internal Rating Based Approach. The paper also provides a brief review of some of the popular credit risk models and discusses the important issues relating to the integration of portfolio credit risk models with the risk bucket rule of BCBS (Basel Committee on Banking Supervision). Finally, the paper provides a brief overview of the RBI initiatives regarding migration to Basel II in the Indian context.
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