Модели за банкова регулация на риска – динамика в моделирането и перспективи
Models for Bank Risk Regulation - Dynamics Modelling and Prospects

Summary/Abstract: The Standardised Approach (SA) for credit risk assessment is a positive asset in bank capital regulation in contemporary banking. The revisions to the regulatory framework – Basel III by the Basel Committee on Banking Supervision is a long continuous process influenced by numerous economic, social and political factors. The present article shows the modern aspects of credit risk regulation in banks within Basel III: Finalising post-crisis reforms. The study presents the development and chronology of the global regulatory frameworks for banks - Basel I, Basel II and Basel III. The theoretical interpretation of the proposed new standardized approach for risk modeling in banks is reviewed.

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