Title : Credit risk management resource efficiency in the implementation of the Basel Accord: a study of Pakistani banking sector
Authors :
1. Syed Alamdar Ali Shah
2. Bayu Arie Fianto
3. Raditya Sukmana
4. Sri Herianingrum
Department : Islamic Economics
Journal Name: International Journal of Monetary Economics and Finance
Types of Journal : Q3
Keywords : Basel Accord, Pakistan, post implementation, credit risk weighted assets to credit risk employees ratio, State Bank of Pakistan
ABSTRACT
This research endeavors to examine credit risk management (CRM) capabilities for Basel accord implementation in Pakistani banks. The results obtained depict that the banks in Pakistan do not have adequate human resource capabilities for CRM that is affecting their risk performance and Basel accord implementation. This research introduces a new measure of credit risk measurement, which is credit risk weighted assets to credit risk employees ratio. This ratio has been used to measure capabilities of banks for implementation of the Basel Accord. Keeping in view the results it is suggested that further work is required by the banks and the regulators to improve the availability and training of human resources for CRM and ultimately to reap the benefits of Basel Accord implementation.
For details : https://www.inderscienceonline.com/doi/full/10.1504/IJMEF.2022.128496
