Results 191 to 200 of about 3,360,457 (247)

Do the Basel III capital reforms reduce the implicit subsidy of systemically important banks? Australian evidence

Pacific-Basin Finance Journal, 2020
This paper examines the extent to which implicit subsidies are embedded in the bond spreads for large Australian banks and whether early implementation of the Basel III capital framework reduces the ability of banks to capture these subsidies.
James R. Cummings, Yilian Guo
semanticscholar   +1 more source

EFFECTIVENESS OF THE BASEL III FRAMEWORK: PROCYCLICALITY IN THE BANKING SECTOR AND MACROECONOMIC FLUCTUATIONS

, 2020
This study examines the effectiveness of the Basel III capital framework for mitigating procyclical behavior in the banking sector regarding macroeconomic variability and uncertainty.
Jinyoung Yu, Doojin Ryu
semanticscholar   +1 more source

Basel III

SSRN Electronic Journal, 2012
Chris Kenyon, Roland Stamm
  +4 more sources

Basel III liquidity rules: The implications for bank lending growth in Africa

Economic Systems, 2019
This paper examines the possible loan growth effect of the Basel III NSFR and LCR requirements in Africa and seeks to determine whether the different regions of the continent are affected differently.
K. Adesina
semanticscholar   +1 more source

The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study

, 2020
We construct a bottom-up simulation model that draws on a bank's stylized disaggregated balance sheet to measure the impact of both LCR and NSFR. The constructed balance sheet comprises fixed-income items, stocks, deposits, and off-balance sheet items ...
P. Grundke, A. Kühn
semanticscholar   +1 more source

Operational risk: A Basel II11 step before Basel III

Journal of Risk Management in Financial Institutions, 2013
The Banking Committee on Banking Supervision recommended that operational risk should be quantified using the Basel matrix, which enables the sorting of risk incidents. This paper analyses these incidents in depth and suggests strategies for carrying out the supervisory guidelines proposed by the regulators, as follows.
Dominique Guégan, Bertrand K. Hassani
openaire   +1 more source

From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures

International Review of Financial Analysis, 2023
Tsvetelin S. Zaevski, Dragomir Nedeltchev   +1 more
semanticscholar   +1 more source

Basel III regulation

2016
Die Überwachung und Regulierung des Bankensystems ist von entscheidender Bedeutung für die institutionellen Akteure auf dem Finanzmarkt. Wenn die Richtlinien der Verordnung zielorientiert und korrekt formuliert sind, gewährleisten sie den Banken eine Form von Sicherheit und Unterstützung im Management ihrer Geschäftsprozesse.
openaire   +1 more source

Housing and credit market shocks: Exploring the role of rule-based Basel III counter-cyclical capital requirements

Economic Modelling, 2019
This paper examines the extent to which the Basel III bank capital regulation attenuates fluctuations in housing and credit markets and fosters financial and macroeconomic stability.
Guangling Liu, T. Molise
semanticscholar   +1 more source

Can Basel III Work When Basel II Didn’t?

2014
In the 1990s, banks’ capital requirements calculated as a ratio of risk-weighted-assets became the main tool of regulatory strategies designed to ensure banking system stability. This was largely an accidental development. The first Basel Agreement, signed in 1988, established that internationally active banks should maintain an 8% capital/risk ...
openaire   +1 more source