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dc.contributor.authorRamessur, S.
dc.contributor.authorPolodoo, Viren
dc.date.accessioned2018-02-01T05:20:20Z
dc.date.available2018-02-01T05:20:20Z
dc.date.created2018-02-01T04:59:43Z
dc.date.issued2015
dc.identifier.citationRamessur, S. and Polodoo, V. 2015. 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. International journal of small economies. 1.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/61855
dc.description.abstract

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 extension of the model proposed by Shrieves and Dahl (1992) , the study applies the Arellano-Bond GMM technique to provide unbiased and more efficient estimates by taking into account dynamic framework. The main result emanating from this research reveals that banks' response to the Basel Risk -Based Capital Accord I requirement, is weak in the Mauritian context and under the period of study.

dc.publisherMaldives Research
dc.relation.urihttp://ijse.maldivesresearch.org/IJSE-Issue2/Basel_ACCORD_on_Bank_performance-shalini-ramessur-and-Polodoo.pdf
dc.subjectRisk Ratio
dc.subjectCapital Ratio
dc.subjectGMM
dc.titleImpact 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
dc.typeJournal Article
dcterms.source.volume1
dcterms.source.issn1757-8213
dcterms.source.titleInternational journal of small economies
curtin.departmentCBS International
curtin.accessStatusFulltext not available


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