Banks Adjustment To Basel Iii Reform
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Banks Adjustment to Basel III Reform
Author | : Michal Andrle,Vladimír Tomšík,Jan Vlcek |
Publsiher | : International Monetary Fund |
Total Pages | : 23 |
Release | : 2017-02-10 |
Genre | : Business & Economics |
ISBN | : 9781475577525 |
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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.
International Convergence of Capital Measurement and Capital Standards
Author | : Anonim |
Publsiher | : Lulu.com |
Total Pages | : 294 |
Release | : 2004 |
Genre | : Bank capital |
ISBN | : 9789291316694 |
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Banks and Capital Requirements
Author | : Benjamin H. Cohen,Michela Scatigna |
Publsiher | : Unknown |
Total Pages | : 27 |
Release | : 2014 |
Genre | : Bank capital |
ISBN | : 9291311448 |
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Revisiting Risk Weighted Assets
Author | : Vanessa Le Leslé,Ms.Sofiya Avramova |
Publsiher | : International Monetary Fund |
Total Pages | : 50 |
Release | : 2012-03-01 |
Genre | : Business & Economics |
ISBN | : 9781475502657 |
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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.
Estimating the Costs of Financial Regulation
Author | : Mr.Andre Santos,Douglas Elliott |
Publsiher | : International Monetary Fund |
Total Pages | : 43 |
Release | : 2012-09-11 |
Genre | : Business & Economics |
ISBN | : 9781475510089 |
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Staff Discussion Notes showcase the latest policy-related analysis and research being developed by individual IMF staff and are published to elicit comment and to further debate. These papers are generally brief and written in nontechnical language, and so are aimed at a broad audience interested in economic policy issues. This Web-only series replaced Staff Position Notes in January 2011.
Creating a Safer Financial System
Author | : José Vinãls,Ceyla Pazarbasioglu,Jay Surti,Aditya Narain,Mrs.Michaela Erbenova,Mr.Julian T. S. Chow |
Publsiher | : International Monetary Fund |
Total Pages | : 27 |
Release | : 2013-05-14 |
Genre | : Business & Economics |
ISBN | : 9781484340943 |
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The U.S., the U.K., and more recently, the E.U., have proposed policy measures directly targeting complexity and business structures of banks. Unlike other, price-based reforms (e.g., Basel 3 and G-SIFI surcharges), these proposals have been developed unilaterally with material differences in scope, design and implementation schedules. This may exacerbate cross-border regulatory arbitrage and put a further burden on consolidated supervision and cross-border resolution. This paper provides an analysis of the potential implications of implementing different structural policy measures. It proposes a pragmatic and coordinated approach to development of these policies to reduce risk of regulatory arbitrage and minimize unintended consequences. In doing so, it also aims to identify a set of common policy measures that countries could adopt to re-scope bank business models and corporate structures.
Usability of Bank Capital Buffers The Role of Market Expectations
Author | : José Abad,Antonio I Garcia Pascual |
Publsiher | : International Monetary Fund |
Total Pages | : 61 |
Release | : 2022-01-28 |
Genre | : Business & Economics |
ISBN | : 9781616358938 |
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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.
From Basel I to Basel III Sequencing Implementation in Developing Economies
Author | : Caio Ferreira,Nigel Jenkinson,Christopher Wilson |
Publsiher | : International Monetary Fund |
Total Pages | : 42 |
Release | : 2019-06-14 |
Genre | : Business & Economics |
ISBN | : 9781498320306 |
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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.