... Basel III Banking regulation The timely and accurate recognition of default exposures is a foundational element of prudential regulation and risk management within the European banking sector. Article 178 of Regulation (EU) No 575 / 2013, commonly referred to as the Capital Requirements...

...Emmanuel Carsamer; Anthony Abbam; Yaw N. Queku Purpose Capital, risk and liquidity are the vitality of the banking industry, which can improve the efficiency of banking and promote the efficiency of resource allocation. The purpose of this study is to examine how Basel III new liquidity ratios...

...Anas Alaoui Mdaghri; Lahsen Oubdi Purpose This paper aims to investigate the potential impact of the Basel III liquidity requirements, namely, the net stable funding ratio (NSFR) and the liquidity coverage ratio (LCR), on bank liquidity creation. Design/methodology/approach The authors...

... rights only India Basel III Banking Bank regulation Systemic risk Risk-taking SRISK Systemically important banks GJR-GARCH-DCC B41 D81 E58 G01 G21 The global financial crisis (GFC) demonstrated the magnitude and the speed with which the financial losses of one institution...

... The author uses four retail credit data sets to compare regulatory capital appropriation using the IRB approach and the standardized approach. The author follows the regulatory capital calculation method recommended under Basel III. For the IRB approach, the author uses a logistic regression to determine...

... the appropriateness of bank capital requirements considering default risk of loans to MSMEs and distortions in capital charges between MSMEs and large firms under the Basel III framework. The authors compiled firm-level data to capture the proportions of MSMEs and large firms in Italy during 2000–2014. The data set...

...Colleen Baker; Christine Cummings; Julapa Jagtiani Purpose Basel III and the capital stress testing introduced new requirements and new definitions while retaining the structure of the pre-2010 requirements. The total number of requirements increased, making it difficult to determine which and how...

... method”. For this study data have been collected from various published sources. Findings – We find that the NZ government is one of the first few countries to implement Basel III to ensure the robustness of its banking sector while calibrating it to the unique needs of the economy...

...Aristeidis Samitas; Stathis Polyzos Purpose – The purpose of this paper is to propose an object-oriented model of financial simulations which aims to test the applicability and suitability of the proposed measures of Basel III with respect to the prevention of banking crises. Design...

... the great Depression, with the passage of the “Wall Street Reform and Consumer Protection Act”, aka the Dodd-Frank Act (DFA, 2010), as well as the introduction of the Basel-III global financial regulatory system. In short, the conventional response was an effort to preserve the system through massive...

... of collateral by having a central data repository, which allows access to information about the transactions conducted with all counterparties. Originality/value – Analysing the regulatory-driven (Basel III; Dodd-Frank; EMIR) changes to collateral management, this paper adopts banks’ perspectives...

... requirement Basel III Global systemically important banks Leverage ratio Risk-based capital requirement Switzerland One of the main reasons for the severity of the economic and financial crisis that started in 2007, was that the banking sectors of many countries had built up excessive on- and off...

... ameliorate its ranking on financial stability by improving the quality of loans and capital. Practical implications The analysis is of use to regulators who are contemplating the need for reforms aimed at improving financial ratios of banks. Basel III Accord has introduced some recommendations but has...

...Stefan Schwerter Purpose The financial crisis 2007‐2009 calls for a regulatory response. A crucial element of this task is the treatment of systemic risk. Basel III gains centre stage in this process. Thus, the purpose of this paper is to evaluate Basel III, examining its ability to reduce...