Global ETD Search
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Showing 1 to 20 of 122 for “"Basel"”.
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Banking regulation and the Basel III Accord: an examination of the risks and shortcomings posed by Basel III
… to examine the risks and shortcomings posed by Basel III; specifically capital ratios, credit rating agencies and value-at-risk. These are based on the author’s initial research that indicated these to be the most problematic. The research also aims to provide recommendations in order to improve …
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The impact of the change from Basel II to Basel III on the profitability of the South African banking sector
… is to analyse the impact of the change from Basel II to Basel III on the profitability of the South African banking sector. South African banks are regulated in accordance with the Basel Accords and, as such, this study reviews the literature on bank regulation and specifically the evolution …
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An Analysis of Basel III as a Prophylactic
… twofold. The first is to gauge the efficacy of Basel III which is the Basel Committee on Banking Supervision’s response to the global financial crisis that broke out in the summer of 2007, while the second is the examination of the role of law in crisis. The Basel Committee on Banking …
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The impact of Basel II reforms : a contraction in SME lending
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 …
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The effect of Basel II on SME financing in Germany. An exploratory study of the impact of the new Basel Accord on SMES and financiers in Germany
The New Capital Accord (henceforth, Basel II), is expected to impose dramatic changes on banks and other providers of corporate financing, as well as companies. Literature indicates that small and medium sized enterprises (henceforth SMEs), in general, and in particular German SMEs seem to be …
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Effects of Basel III on the business segment of internacional project finance.
… crisis and the global economy crisis to the Basel III regulatory framework. The losses of the financial crisis had a direct impact on the banks’ capital value and thus on the leverage ratio. As a reaction to the financial crisis the Basel Committee was once again forced to act and, as a …
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Bank regulation implications for managing accounting quality risk: a Basel and IFRS perspective
… volatility. Importantly, examining the banks’ Basel capital requirements, it is implied that their levels increased after 2005. These findings, in general, contribute to extending literature that focuses on the accounting standards change. One of the findings from this examination is that …
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Supervisory Risk Assessment in a Basel Environment:The Stress Testing of Banks in Botswana
… to some concerns that have been raised with the Basel capital adequacy ratio (CAR) following the 2007-9 global financial crisis. During the crisis, some financial institutions failed or required some form of government assistance, amid having met the minimum CAR requirements prior to the crisis. …
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Basel III: Implications of Capital and Liquidity Regulations on Financial Stability during Economic Depression.
… It analyses the guidance provided by the Basel Committee on Banking Supervision (BCBS) and the Islamic Financial Services Board (IFSB) and examines the differences in the treatment of credit, liquidity, and systemic risk across four countries. The IFSB converts BCBS guidance to ensure …
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Split credit ratings and the prediction of bank ratings in the Basel II environment
… of credit risk measurement in the context of Basel 11: The International Convergence of Capital Measurement and Capital Standards. The first is the problem arising when two credit rating agencies disagree over the rating assigned to an issuer and a split rating arises. The second area is the …
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The impact of change in the definition of bank capital according to Basel 3
… in the definition of bank capital according to Basel 3. The 2008 financial crisis exposed the flaws in the global regulatory and supervision framework and also showed that Basel 2 could not fully protect against bank failures. In order to address the gaps, loopholes and deficiencies of Basel 2 …
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The impact of Basel III on the provision on long-term housing finance in South Africa
… to credit partly to blame. The implementation of Basel III, an international regulatory framework touted to impact the banking sector, has been suggested as a potential catalyst to credit deterioration in South Africa. The purpose of this study is to assess the impact of the Basel III regulatory …
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Risk regulation in Islamic banking: Does Saudi Arabia need to adopt the risk regulation practices of Basel?
… type shocks. The implementation of Basel practices in Saudi Arabia will be very difficult and is likely through various challenges. However, it is arguable that such practices may bring about change in a substantial way in the UAE market. Thus, this thesis will discuss features of …
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Robust optimization for portfolio risk : a ravisit of worst-case risk management procedures after Basel III award.
… with the regulatory requirements stated in Basel II and CRD regulations.
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Unintended consequences of well-intended regulation : the procyclical effects of the Basel I capital regulations on the U.S. banking industry.
… appears to say little on whether or not the Basel I capital regulations have any effect on the natural procyclicality of bank loan supply. To test this, I constructed a new loan supply function to determine the relationship between the business cycle and the real loan supply. A Chow Test was …
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The impact of the FRTB on Market Risk Capital for the South African InterBank Interest Rate Market
… crisis of 2008 highlighted flaws in the Basel 2 regulatory framework used by banks to calculate market risk capital charges for trading operations. In 2009, Basel 2.5 was introduced to deal with some but not all of the flaws of Basel 2. Both Basel 2 and 2.5 use the Value at Risk (VaR) …
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Le novità di Basilea III e le implicazioni per le banche italiane
Basel III rules have been under a review process in the last years and the recent international crises has further slowed down the implementation of the new banking regulation. In this paper, we first present the reasons that have brought to the Basel III framework – development of the previous …
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Auswirkungen der neuen Regulierungsmaßnahmen der Finalisierung von Basel III auf die Kreditvergabe österreichischer Banken an KMU – eine multiperspektivische Betrachtung aus Sicht der Banken und KMU
… measures concerning the finali-sation of Basel III in Austria, including a multi-perspective view (SMEs and banks). The study was conducted using a parallel mixed-methods design. Within the quantitative approach, the researcher conducted eight individual case studies involving two …
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