In this study we propose a formula-based approach for determining the optimal liquidity horizon used in scaling the base expected shortfall under the Basel Committee’s market risk capital requirements ...
Learn how risk-weighted assets are used to determine solvency ratio requirements under the Basel III accord, and see how ...
The Basel III rules aim to decrease bank leverage and increase liquidity. In addition to capital efficiency, the rules also institute stress testing and standardize market liquidity risk. Seven years ...
The publication of Basel III in December 2010 may have marked the end of an intense one-year period of consultations and rule-writing by the Basel Committee on Banking Supervision, but it was just the ...
Though meant to minimize risk of a future crisis, the new rules’ complexity will degrade supervision and reduce financial stability. Simple “bright line” rules are the most easily understood and ...
Large US banks might increase share buybacks in 2H as final Basel III Endgame capital rules may be released in August, according to Bloomberg News. The final rule should be less onerous than the ...
Many experts recognize that the government will still step in to support some financial institutions rather than allow them to go through bankruptcy. This “too-big-to-fail” doctrine remains at least ...
Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. So you’re a global systemically important financial institution and, bar a few near global meltdowns, you have ...
More than two hundred banks around the globe, including one hundred and eleven, large internationally active banks, are making progress in meeting initial minimum Basel III standards. The bank ...
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