TARUNA SHALINI RAMESSUR, VIRENDRA POLODOO
Vol. 02, No. 01, Year 2011, Pages 15-35, Accepted January 2011.
This paper tests the effect of the Basel Risk Based Capital Requirements (Basel Accord 1) on Mauritians’ banks’ behaviorbehaviour, 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 appl...