Hellenic Republic (2014). Law 4261/2014, Access to the Activity of Credit Institutions and Prudential Supervision of Credit Institutions and Enterprises (Transposition of Directive 2013/36/EU), Abolition of the l.3601/2007 and Other Provisions. (In Greek).

has been cited by the following article:

• TITLE: Credit Risk Management: An Examination on the Basis of Exposures with Risk Weighting in Greek Banks

  AUTHORS: Simeon Karafolas

  KEYWORDS: Credit Risk, Greek Banks, Exposure Values, Weighted Asset

  JOURNAL NAME: Journal of Financial Risk Management, Vol.6 No.2, June 5, 2017

  ABSTRACT: Bank’s exposure values are classified by categories on the basis of the borrower or the kind of credit. On every credit a risk weight is applied depending on the risk of the exposure value. The exposure value multiplied by risk weight determines the weighted asset of the bank. This amount determines the regulatory capital a bank needs since the total capital ratio of a bank is defined as the ratio of regulatory capital over the weighted asset. The paper examines the evolution and structure of the exposure values considering the risk weighting of the systemic Greek banks during the crisis period. Due to mergers and acquisitions, these banks cover more than 98% of the Greek banking market by the end of 2016. The paper offers an analysis on a consolidated basis but also through a comparative analysis investigates similarities and differences existing within those banks and during the crisis period. Thus the paper can conclude on the policy followed by banks during the crisis period.