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IMPLICATIONS AND CONSEQUENCES OF 'BASEL II' FOR SLOVENIAN BANKING SECTOR

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Jagric V., Jagric T., Podobnik B.

Ekonomický časopis (Journal of Economics)

2008

vol. 56

issue 3

296-310

In the paper the authors tried to estimate the implications and consequences of 'Basel II' for Slovenian banking sector just before its implementation. Their survey indicates that a lot of the 'Basel II' impacts are actually unclear to the banks and even to the regulator. The impact on individual institutions will be driven by their level of sophistication in risk management. Banks claim that implementation of the International Rating Based (IRB) approach requires large initial investments in risk management technologies from the cost perspective as well from the knowledge and data gathering. This could deter small banks from choosing the IRB approach.

MODELLING SOME PROPERTIES OF STOCK MARKETS IN TRANSITION ECONOMICS

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Jagric T., Podobnik B., Kolanovic M., Jagric V.

Ekonomický časopis (Journal of Economics)

2006

vol. 54

issue 8

816-869

In contrast to a predominant behaviour of the financial series of the developed markets (no or very short serial correlations), the financial series of the emerging markets exhibit a different behaviour. We investigate the financial series of the index returns for ten European transition economies. The results suggest the presence of the long-range correlations. Additionally, all series seem to be asymmetrically distributed and exhibit magnitude long-range correlations, as commonly found for the developed markets. We model these properties with a process, which is presented in Section II.

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2 Ekonomický časopis (Journal of Economics)

1 2008

1 2006

2 Jagric T.

2 Jagric V.

2 Podobnik B.

1 Kolanovic M.

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IMPLICATIONS AND CONSEQUENCES OF 'BASEL II' FOR SLOVENIAN BANKING SECTOR

MODELLING SOME PROPERTIES OF STOCK MARKETS IN TRANSITION ECONOMICS