Risk-based regulation and supervision of second-tier banks: experience of EU countries
The aim of the study was to determine the impact of increased capital adequacy standards of second-tier banks on their performance. The study is based on second-tier banks of EU member states, as these countries are the first to implement the Basel ...
Gulzhan Alina +5 more
doaj +1 more source
Basel III requirements to banks’ capital and liquidity
Bank capital adequacyand liquidity are always topical problem in the international banking system because Basel Committee constantly updates require-ments for capital adequacy assessment and liquidity management to commercial banks. The present research
Natalia Konovalova
doaj
Extending Basel Regulatory Capital Requirement under Economic Downturns
This paper studies credit risk management in banking industry and proposes a generic model for corporate loan portfolio loss distribution in economic downturns. Basel assumes a one-factor Gaussian copula for default correlations and introduces the regulatory capital on the ground of Vasicek process that works acceptably well in normal economic ...
Amir Azamtarrahian, Saeed Asadi
openaire +1 more source
Basel III capital regulation and bank profitability in the emerging market
The Basel Committee on Banking Supervision (BCBS) introduced Basel III in 2010 in response to the 2007/2008 global financial crisis, to strengthen the banking sector by imposing higher capital and liquidity requirements (BCBS, 2010).
Zuko Mdandalaza, L. Jeke
semanticscholar +1 more source
Basel II: Capital requirements for equity investment portfolios
Summary: The Basel accords represent landmark financial agreements for the regulation of commercial banks. The main purpose of the accords was to strengthen the soundness and stability of the international banking system by providing a minimum standard for capital requirements.
Suarez, Fabian +3 more
openaire +3 more sources
Reforming Bank Capital Requirements: Implications of Basel II for Latin American Countries
The controversial proposal to overhaul the international accord regarding the regulation of bank capital was completed in 2004, and the thirteen Basel Committee member countries are set to implement the new accord, known as Basel II, by 2007. We develop a Basel II decision tree to guide policymakers facing the issue of whether to adopt the new accord ...
Majnoni, Giovanni, Powell, Andrew
openaire +2 more sources
Importance of Capital Adequacy Requirements in Basel III Framework for Commercial Banks in Kenya
Purpose : The purpose of the study was to examine the importance of capital adequacy requirements in Basel III framework for commercial banks in Kenya Methodology : A descriptive survey design was applied to a population of 43 commercial banks operating ...
Kevin N. Kombo, A. Njuguna
semanticscholar +1 more source
The Internal Capital Adequacy Assessment Process ICAAP – a New Challenge for the Romanian Banking System [PDF]
In the near future, Romanian banks will have to implement the second pillar of the Basel II (ICAAP) Agreement. Given this new challenge (in addition to the ongoing economic and financial crisis), my article analyzes and presents both the main ...
Arion Negrilă
doaj +1 more source
The Capital Requirements (Basel III) and the Banking Sector Business Activity
Active development by international organizations and national regulators of the emergent standards purporting prevention of crises and increase of banking stability is typical for the last years. However, practical implementation of the standards is not so definitive.
I.V. Larionova +2 more
openaire +1 more source
Basel II: Capital requirements for equity investment portfolios
The Basel Accords represent landmark financial agreements for the regulation of commercial banks. The main purpose of the accords was to strengthen the soundness and stability of the international banking system by providing a minimum standard for capital requirements.
Suarez, F. +3 more
openaire +1 more source

