Global ETD Search
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Showing 1 to 20 of 29 for “"Basel III"”.
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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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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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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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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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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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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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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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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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Pankkien vakavaraisuussääntelyn historia, nykytila ja tulevaisuus : Oikeustaloustieteellinen tutkimus vakavaraisuussääntelyn merkityksestä pankkijärjestelmän vakauden turvaamisessa
… pro gradu -tutkielmassa analysoidaan Baselin pankkivalvontakomitean antamia kansainvälisiä vakavaraisuusstandardeja ja niiden vaikutuksia pankkien riskinottoon sekä pankkijärjestelmän vakauteen ja luotettavuuteen. Tutkimuksen päätavoitteena on vastata siihen, missä laajuudessa …
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Mathematical models for optimal management of bank capital, reserves and liquidity
… to capital requirements as prescribed by the Basel III Accord. In particular, the objective of the aforementioned problem is to maximize the expected return on the bank capital portfolio and minimize the variance of the terminal wealth. We apply classical tools from stochastic analysis to …
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Understanding the effects of changes in banking regulations on infrastructure financing in South Africa
South Africa is the only African member of the Basel Committee on Banking Supervision (BCBS), the body responsible for setting global prudential banking standards, and as such, has adopted Basel III regulatory standards in the Banks Act 94 of 1990 (Banks Act). This study aims to establish whether …
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Determining capital adequacy for a community bank's agricultural loan portfolio
… given this event as well as the advent of the Basel III Accord. Pinnacle Bancorp is a community banking organization headquartered in Omaha, Nebraska with roughly $8.6 billion in assets. The company is also one of the largest agricultural lenders in the country and the largest agricultural …
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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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An analysis of the potential lessons that can be learned from UK and US financial services regulation in the context of the UAE
… finance within international standards, notably Basel III. Significantly, the research underscores a shared recognition among regulatory bodies in the UK, US, and UAE of the necessity for more proactive and stringent regulatory measures to avert future financial crises. This entails a revaluation …
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Post 2007 crisis unconventional monetary policy in the UK
… computational economics (ACE) point of view. The baseline model contains four types of agents -households (HHs), big firms (BFs), small and medium enterprises (SMEs), and banks-. These agents interact monthly for a period of 50 months in an environment that simulates bank lending markets in the UK …
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Using project bonds to fund South Africa's infrastructure development
… and as bank funding becomes unavailable due to Basel III, South Africa will need to look to the capital markets for the funding of its ambitious infrastructure plan. This paper finds that South Africa should begin to use project bonds and capital markets to fund its infrastructure development. …
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An explorative study of performance management in the German cooperative banking sector in response to regulatory and market forces
… the impact of the new regulatory measures, Basel III, as well of other competitive forces on the German cooperative banking sector being the smallest of the so-called Three Pillar System, consisting of ap. 1.100 individual banks (primary banks) with 30 million customers and 17 million …
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Risk aggregation and capital allocation using copulas
… demise of Lehman Brothers in September 2008, the Basel III Accord proposed considerable increases in capital charges for banks. Whilst this ensures greater economic stability, banks now face an increasing risk of becoming capital inefficient. Furthermore, capital analysts are not only required to …
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Essays on bank capital and balance sheet adjustment in the UK and US, and implications for regulatory policy
… capital requirements, as proposed by the Basel III agreement. In this thesis, I describe three related research chapters focusing on how banks' actual capital ratios and long-run capital ratio targets affect bank behaviour. The first chapter uses a unique, comprehensive database of …
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Essays on Quantitative Risk Management
… during recession hence it is aligned with Basel III macroprudential imitative by reducing the recession-vs-expansion gap in capital buffers. Subsequently we move to the key concept of dependence by investigating the importance of dynamic linkages between credit and equity markets. We …
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