Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Basel II written by United States. Congress. House. Committee on Financial Services. Subcommittee on Financial Institutions and Consumer Credit and published by . This book was released on 2005 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Impact of Basel II Reforms written by Apolline Charpentier and published by . This book was released on 2014 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt: The implementation of Basel II reforms has been designed to protect the international financial system from major bank collapses through the enforcement of minimum capital adequacy ratios. This new set of rules has raised concerns of triggering changes in institutions' business models leading to credit contraction, which in turn could potentially contribute to slower global economic development. Small and Middle Enterprises, which have traditionally been engines of growth, innovation, and R&D in Europe, are highly reliant on bank loans as opposed to equity funding. This thesis focuses on the specific impact of Basel II reforms on SME access to financing. The paper is structured around four sections. Part I provides a technical summary of the regulation, focusing on the specific capital requirements for SMEs. Part II reviews today's literature on the topic. Finally, parts III and IV respectively provide a theoretical and empirical examination of the consequences of the reforms on SME financing. Based on these analyses, this thesis supports the conclusion that Basel II reforms have not been the cause of a contraction in SME lending.
Download or read book Revisiting Risk Weighted Assets written by Vanessa Le Leslé and published by International Monetary Fund. This book was released on 2012-03-01 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks from Europe, North America, and Asia Pacific. We then discuss a range of policy options that could be explored to fix the actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios.
Download or read book Banks Adjustment to Basel III Reform written by Michal Andrle and published by International Monetary Fund. This book was released on 2017-02-20 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper seeks to identify strategies of commercial banks in response to higher capital requirements of Basel III reform and its phase-in. It focuses on a sample of nine EU emerging market countries and picks up 5 largest banks in each country assessing their response. The paper finds that all banking sectors raised CAR ratios mainly through retained earnings. In countries where the banking sector struggled with profitability, banks have resorted to issuance of new equity or shrunk the size of their balance sheets to meet the higher capital-adequacy requirements. Worries echoed at the early stage of Basel III compilation, namely that commercial banks would shrink their balance sheet by reducing their lending to meet stricter capital requirements, did materialize only in banks struggling with profitability.
Download or read book The Basel Committee on Banking Supervision written by Charles Goodhart and published by Cambridge University Press. This book was released on 2011-08-25 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Basel Committee on Banking Supervision (BCBS) sets the guidelines for world-wide regulation of banks. It is the forum for agreeing international regulation on the conduct of banking. Based on special access to the archives of the BCBS and interviews with many of its key players, this book tells the story of the early years of the Committee from its foundation in 1974/5 right through until 1997 - the year that marks the watershed between the Basel I Accord on Capital Adequacy and the start of work on Basel II. In addition, the book covers the Concordat, the Market Risk Amendment, the Core Principles of Banking and all other facets of the work of the BCBS. While the book is primarily a record of the history of the BCBS, it also provides an assessment of its actions and efficacy. It is a major contribution to the historical record on banking supervision.
Download or read book Implications from regulatory changes on the Swiss banking sector written by Stefan Stotz and published by GRIN Verlag. This book was released on 2016-04-18 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt: Master's Thesis from the year 2013 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 5, Prifysgol Cymru University of Wales, course: MBA International Finance, language: English, abstract: Basel III has already had a major impact on the global finance sector. In this report I have analyzed the impact on the swiss banks, in particular the system relevant banks. In response to the latest global financial crisis, a number of regulatory policies such as Anti-Money Laundering (AML) and stringent compliance were adopted over the past years but the finance sector called for an international standard, a global regulation. The planned implementation of Basel Accords by January 1, 2019 focuses on much higher capital requirements as well as increased liquidity and funding requirements at the same time. The core goal of Basel III is to make sure that government will never have to bail out banks again as they did in many cases over the past years. This objective of this thesis is to analyze and describe the Basel III framework and focus on its implications on the banking industry, with a focus on the Swiss Banking Sector. The main challenges ahead for the banking sector due to the extensive regulatory changes are to review the profitability of their business models as intensification of compliance will bring pressure on bank’s profit margins. The report will describe how financial institutions will also have to review funding strategies and also deal with the impact of increased capital and liquidity costs. Further will the technical compliance with the new rules and required key ratios be a significant challenge in itself. This thesis will present the beginning of today’s regulatory set of regulations which began in July 1988 known as the Basel I Accord and explain the different intermediate stages until the newest regulatory framework: Basel III. The Basel III Accord will be gradually implemented over a transition period from 2013 - 2018. Further to analyzing the impact of the new Accord on the financial system and Switzerland in particular, this thesis will also review the sufficiency of different key ratios that have to be achieved by the Banks in order to meet the regulators standards and will provide key findings and suggestions for improvement for the body of rules to be more efficient and meaningful. The latest official financial statements by the Banks suggest that the system-relevant banks are well on the way of not only meeting the required standards but also to find alternatives to maintain current profitability. [...]
Download or read book From Basel I to Basel III Sequencing Implementation in Developing Economies written by Caio Ferreira and published by International Monetary Fund. This book was released on 2019-06-14 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developing economies can strengthen their financial systems by implementing the main elements of global regulatory reform. But to build an effective prudential framework, they may need to adapt international standards taking into account the sophistication and size of their financial institutions, the relevance of different financial operations in their market, the granularity of information available and the capacity of their supervisors. Under a proportionate application of the Basel standards, smaller institutions with less complex business models would be subject to a simpler regulatory framework that enhances the resilience of the financial sector without generating disproportionate compliance costs. This paper provides guidance on how non-Basel Committee member countries could incorporate banks’ capital and liquidity standards into their framework. It builds on the experience gained by the authors in the course of their work in providing technical assistance on—and assessing compliance with—international standards in banking supervision.
Download or read book U S Implementation of the Basel Capital Regulatory Framework written by Darryl E. Getter and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This report summarizes the higher capital requirements for U.S. banks regulated for safety and soundness.
Download or read book Navigating Basel IV Understanding the New Regulatory Landscape written by Anand Vemula and published by Anand Vemula. This book was released on with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Navigating Basel IV: Understanding the New Regulatory Landscape" serves as an authoritative guide for bankers, financial analysts, and regulators alike, providing comprehensive insights into the implications and intricacies of the Basel IV regulatory framework. This book is a vital resource for anyone seeking clarity and guidance in navigating the complex world of banking regulations, particularly in the aftermath of the global financial crisis. The book begins by elucidating the origins and evolution of the Basel Accords, tracing their development from the original Basel I framework to the more recent Basel III reforms and the subsequent introduction of Basel IV. Readers gain a deep understanding of the motivations behind each iteration of the Basel Accords and the key objectives driving regulatory reforms in the banking sector. Central to the book's narrative is a detailed exploration of the Basel IV framework itself. Readers are guided through the various components of Basel IV, including standardized approaches for credit risk, operational risk, and market risk, as well as the implementation of the standardized output floor and the revised framework for measuring the exposure of banks to counterparty credit risk. Moreover, the book delves into the implications of Basel IV for banks and financial institutions, exploring how the new regulatory requirements may impact capital adequacy, risk management practices, and business strategies. Through insightful analysis and practical examples, readers gain clarity on the challenges and opportunities presented by Basel IV compliance. In addition to dissecting the technical aspects of Basel IV, the book also addresses broader themes such as regulatory compliance culture, stakeholder communication, and the evolving role of regulators in ensuring financial stability. By providing a holistic perspective on Basel IV, the book equips readers with the knowledge and tools needed to navigate the changing regulatory landscape with confidence and proficiency. In summary, "Navigating Basel IV: Understanding the New Regulatory Landscape" is an indispensable resource for professionals in the banking and finance industry seeking to grasp the complexities of Basel IV and adapt their organizations to meet regulatory requirements effectively. Whether you're a banker, analyst, or regulator, this book offers invaluable insights that will inform decision-making and shape the future of banking regulation
Download or read book Transaction Banking and the Impact of Regulatory Change written by R. Wandhöfer and published by Springer. This book was released on 2015-12-17 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book takes you on a journey through post-crisis regulatory reform, highlighting the unintended consequences of some of the measures on transaction banking, a business that provides the backbone of financial markets.
Download or read book Adding it All Up written by Ingo Fender and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Usability of Bank Capital Buffers The Role of Market Expectations written by José Abad and published by International Monetary Fund. This book was released on 2022-01-28 with total page 61 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following the COVID shock, supervisors encouraged banks to use capital buffers to support the recovery. However, banks have been reluctant to do so. Provided the market expects a bank to rebuild its buffers, any draw-down will open up a capital shortfall that will weigh on its share price. Therefore, a bank will only decide to use its buffers if the value creation from a larger loan book offsets the costs associated with a capital shortfall. Using market expectations, we calibrate a framework for assessing the usability of buffers. Our results suggest that the cases in which the use of buffers make economic sense are rare in practice.
Download or read book Private Sector Priorities for Basel Reform written by United States. Congress. House. Committee on Financial Services. Subcommittee on Financial Institutions and Consumer Credit and published by . This book was released on 2006 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Basel II written by United States. Congress and published by Createspace Independent Publishing Platform. This book was released on 2018-02-08 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Basel II : capital changes in the U.S. banking system and the results of the impact study : joint hearing before the Subcommittee on Financial Institutions and Consumer Credit and the Subcommittee on Domestic and International Monetary Policy, Trade and Technology of the Committee on Financial Services, U.S. House of Representatives, One Hundred Ninth Congress, first session, May 11, 2005.
Download or read book Basel III Are We Done Now written by Andreas Dombret and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-11-19 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: On December 7, 2017, final agreement was reached on the long-awaited revised bank capital rules known as Basel III. This volume presents the findings of day long symposium hosted by the Institute for Law and Finance on January 29, 2018, dedicated to explaining what has actually been accomplished, what has been left out and what it all means for financial institutions, investors and the public interest.
Download or read book Basel IV written by Martin Neisen and published by John Wiley & Sons. This book was released on 2018-07-26 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: In December 2017 the Basel committee finalised its work on the reform of the Basel III framework. Together with requirements already published in 2015 and 2016, the Basel committee changes all approaches for the calculation of RWA and the corresponding Pillar III disclosure rules. This package of new standards from the Basel Committee, which is unofficially called "Basel IV", is now the most comprehensive package of modifications in the history of banking supervision. The banking industry will face major challenges in implementing these new rules. The second edition of the "Basel IV" handbook is updated with all publications up to March 2018 and also extensively enhanced with additional details, examples and case studies. The aim is to convince the reader that we are facing a new framework called "Basel IV" and not just a fine adjustment of the existing Basel III regulations. This book covers all new approaches for the calculation of RWA: - the standardised approach (CR-SA) and the IRB approach for credit risk, - the new standardised approach for counterparty credit risk (SA-CCR), - both the standardised approach and internal models approach from the "fundamental review of the trading book" (SBA and IMA) - the basic approach (BA-CVA) and standardised approach (SA-CVA) for the CVA risk, - all new approaches (SEC-IRBA, SEC-ERBA, SEC-SA, IAA) for securitisations (incl. STS), - the approaches for the calculation of RWA for equity positions in investment funds (LTA, MBA, FBA) - the new standardised approach for operational risk (SA-OpRisk) Because of the strong relation to the Pillar I requirements, the second edition covers the topics of interest rate risk in the banking book (IRRBB), large exposures and TLAC again. Additionally, the book contains a detailed description of the Pillar III disclosure requirements. With the aid of a high-profile team of experts from countries all over the globe, the complexity of the topic is reduced, and important support is offered.
