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Journal articles on the topic 'Basel III'

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Published: 4 June 2021
Last updated: 10 March 2023

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1

Stil, Hadi. "BASEL III." Bankmagazin 60, no. 3 (February 28, 2011): 14–16. http://dx.doi.org/10.1365/s35127-011-0056-6.

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2

Dvořák, Petr. "Co můžeme očekávat od Basel III?" Český finanční a účetní časopis 2010, no. 3 (October 1, 2010): 4–5. http://dx.doi.org/10.18267/j.cfuc.71.

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3

Ma, Tianze. "Basel III and the Future of Project Finance Funding." Michigan Business & Entrepreneurial Law Review, no. 6.1 (2016): 109. http://dx.doi.org/10.36639/mbelr.6.1.basel.

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This paper seeks to analyze the new requirements in the Basel III banking regulatory framework and explore their impact on commercial banks’ project finance portfolio. The paper begins with a general introduction of the Basel Accords, followed by an analysis of the changes in the Basel III requirements and their potential impact on project finance, in particular the effects of the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR). The paper ends with a discussion of alternative sources of project finance funding that emerged as a result of the new regulatory regime.
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4

Blundell-Wignall, Adrian, and Paul Atkinson. "Thinking beyond Basel III." OECD Journal: Financial Market Trends 2010, no. 1 (September 22, 2010): 9–33. http://dx.doi.org/10.1787/fmt-2010-5km7k9tpcjmn.

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5

Fratianni, Michele, and John C. Pattison. "Basel III in Reality." Journal of Economic Integration 30, no. 1 (March 15, 2015): 1–28. http://dx.doi.org/10.11130/jei.2015.30.1.1.

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6

Nørholm Just, Sine. "The Negotiation of Basel III." Journal of Cultural Economy 8, no. 1 (August 30, 2014): 25–41. http://dx.doi.org/10.1080/17530350.2014.942347.

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7

Mpundu, M., M. A. Petersen, J. Mukuddem-Petersen, and F. Gideon. "Basel III and Asset Securitization." Discrete Dynamics in Nature and Society 2013 (2013): 1–19. http://dx.doi.org/10.1155/2013/439305.

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Asset securitization via special purpose entities involves the process of transforming assets into securities that are issued to investors. These investors hold the rights to payments supported by the cash flows from an asset pool held by the said entity. In this paper, we discuss the mechanism by which low- and high-quality entities securitize low- and high-quality assets, respectively, into collateralized debt obligations. During the 2007–2009 financial crisis, asset securitization was seriously inhibited. In response to this, for instance, new Basel III capital and liquidity regulations were introduced. Here, we find that we can explicitly determine the transaction costs related to low-quality asset securitization. Also, in the case of dynamic and static multipliers, the effects of unexpected negative shocks such as rating downgrades on asset price and input, debt obligation price and output, and profit will be quantified. In this case, we note that Basel III has been designed to provide countercyclical capital buffers to negate procyclicality. Moreover, we will develop an illustrative example of low-quality asset securitization for subprime mortgages. Furthermore, numerical examples to illustrate the key results will be provided. In addition, connections between Basel III and asset securitization will be highlighted.
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Jain, Aastha. "Impact of BASEL III on India." Journal of Business Management and Information Systems 4, no. 1 (June 30, 2017): 23–28. http://dx.doi.org/10.48001/jbmis.2017.0401003.

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The Basel Committee on Banking Supervision (BCBS) set the first of capital accords in 1988, called the Basel I. Due to the dynamic changes in the world of financial system Basel I gave way to Basel II. Basel II plagued with the problem of pro-cyclicality paved the way for Basel III. India adopted Basel III norms in 2012. The present paper studies the impact of Basel III on India. In the short run, it will lead to a reduction in profitability of banks, curtailed credit to the economy and it is accused of being a needless burden on the Indian banks. But in the longer run, it will keep India integrated with the rest of the world. It will make the Indian financial system stronger, more stable and sound. It boils down to a trade-off between short-term costs and long run growth benefits.
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9

Ozili, Peterson K. "Basel III in Africa: making it work." African Journal of Economic and Management Studies 10, no. 4 (December 2, 2019): 401–7. http://dx.doi.org/10.1108/ajems-05-2019-0206.

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Purpose Basel III is a framework to protect the global banking system. The purpose of this paper is to provide a policy discussion on Basel III in Africa. Design/methodology/approach The significance of Basel III is discussed, and some ideas to consider when implementing Basel III to make it work in Africa, are provided. Findings Under Basel III, the African banking industry should expect better capital quality, higher capital levels, minimum liquidity requirement for banks, reduced systemic risk and differences in Basel III transitional arrangements. This paper also emphasizes that there should be enough time for the transition to Basel III in Africa; a combination of micro and macro-prudential regulations is needed; and the need to repair the balance sheets of banks, in preparation for Basel III. Originality/value The discussions in this paper will benefit policymakers, academics and other stakeholders interested in financial regulation in Africa such as the World bank and the International Monetary Fund.
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10

Boora, Krishan, and Kavita Jangra. "Preparedness level of Indian public sector banks for implementation of Basel III." Managerial Finance 45, no. 2 (February 11, 2019): 172–89. http://dx.doi.org/10.1108/mf-10-2017-0416.

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PurposeThe purpose of this paper is to explore the preparation level of Indian public sector banks for the implementation of Basel III. It is mandatory for public sector banks in India to make adequate preparations to comply with the Basel III international regulations.Design/methodology/approachThis study uses a modified questionnaire (Ernst & Young, 2013; AL-Tamimiet al., 2016) to examine the preparedness level of Indian public sector banks for implementing Basel III. Seven hypotheses are developed and tested.FindingsThe results show that Indian public sector banks are positively inclined toward Basel III, and the awareness level of Indian banks’ managers is adequate concerning Basel III. The banks have required resources for the proper implementation of Basel III, which is a prerequisite for its implementation. Banks know about the expected benefits that can be attained from implementing Basel III appropriately and banks are also aware of the high cost attached with Basel III. The capital adequacy ratio of public sector banks is above 11 percent, showing the banks’ readiness for Basel III.Practical implicationsThe public sector banks need to concentrate on revising the existing policies to sharpen their risk management practices. Moreover, improving the level of education on Basel III is still required and the results also support the importance of advanced technology and trained human resources at all level as a basic requirement for the implementation of Basel III. It can be achieved by the support of government, Reserve Bank of India (RBI) and other concerned agencies. The enforcement of Basel III will also create various challenges for Indian public sector banks, in terms of declining profitability, increasing capital requirements and nonperforming assets. That is why the impact of Basel III norms on Indian public sector banks cannot be undervalued.Originality/valueThe findings would assist the Indian public sector banks to know about their preparedness level for Basel III and what are the necessary actions to encourage Basel III implementation process. The present study would be important for regulators and decision makers in banks, as the main purpose of this study is to increase their awareness of Basel III norms. The result would also help the regulators regarding the corrective measures that should be taken by RBI in order to motivate the banks for enforcing Basel III.
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11

Isépy, Tamás. "Basel III: Rethinking liquidity and leverage." Society and Economy 37, no. 1 (March 1, 2015): 89–107. http://dx.doi.org/10.1556/socec.37.2015.1.5.

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The paper focuses on important topics of the new banking regulation Basel III: leverage and liquidity. Using linear regression, I analysed the long term liquidity, leverage ratios and profitability of banks in the 12 emerging market new EU members and developed, old member countries between 2008 and 2010. I point out that in the EU12 there was a negative relationship between profits and interbank market dependence in 2010, while positive correlation existed between profits and funding base stability ratio. In the case of EU15 there was a negative correlation between solvency and profitability in 2008, while the relationship is positive between capital quality (more tier 1 capital) and profitability. Furthermore, I have tested the Myers-Majluf theory with monthly aggregated equity issue and the Dow Jones financial institutions index changes relating to the eurozone between 1990 and 2011. According to this theory, equity issue leads to lower equity prices. I point out that on an aggregated level (the eurozone) the theory cannot be proved. The Myers-Majluf theory is particularly important in the process of banking recapitalisation, since it dictates slower banking capitalisation. From the perspective of a macroprudential policy, capital increase would be more beneficial than asset decrease.
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12

Dvořák, Petr. "What to Expect from Basel III?" European Financial and Accounting Journal 5, no. 3 (October 1, 2010): 4–6. http://dx.doi.org/10.18267/j.efaj.51.

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13

Tamás, Isépy. "Basel III: Rethinking Liquidity and Leverage." Economic Research-Ekonomska Istraživanja 26, sup1 (January 2013): 415–32. http://dx.doi.org/10.1080/1331677x.2013.11517660.

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14

Muthig, Jürgen. "Basel III—Bankenaufseher verschärfen die Regeln." Bankfachklasse 32, no. 11-12 (November 2010): 2–3. http://dx.doi.org/10.1007/bf03256110.

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15

Walker, George Alexander. "Basel III market and regulatory compromise." Journal of Banking Regulation 12, no. 2 (March 2011): 95–99. http://dx.doi.org/10.1057/jbr.2011.4.

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16

Bielawska, Aurelia. "Basel III and Bank Credits for SMEs." Marketing i Zarządzanie 43 (2016): 259–70. http://dx.doi.org/10.18276/miz.2016.43-21.

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17

Rezq Aljaber, Rama, and Hussein A. Hassan Al-Tamimi. "Factors influencing the implementation of Basel III: An empirical analysis of the UAE banks." Banks and Bank Systems 16, no. 1 (March 29, 2021): 152–67. http://dx.doi.org/10.21511/bbs.16(1).2021.14.

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Basel III accord was introduced in 2010 to support banks facing the sever effect of the 2007–2008 financial crisis in terms of liquidity and capital adequacy. The importance of this paper stems from the investigation of the implementation of this Accord in the UAE, and what are the reasons behind the effective implementation. While some previous studies on the UAE have examined Basel Accord, no studies have so far examined the effective implementation of Basel III. In this study, a modified questionnaire was used, a total of 90 bank senior managers responded to the questionnaire and their responses were used to answer the research questions and hypotheses. The results of the regression analysis support the hypotheses proposing a significant positive relationship between implementation effectiveness and expected benefits and availability of resources needed. The results of the analysis did not support the influence of the variables of awareness, the role of management, and the role of the central bank. Based on the findings of this study, three recommendations were made. First, to promote the effective implementation of the Basel Accords in the UAE’s banking sector. Second, banks should review current implementation processes and plans to ensure that employees understand the requirements for implementing Basel III. And third, the UAE Central Bank should be more involved in setting a framework for implementing regulations to ensure the effective implementation of Basel III.
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18

Kotzé, Antonie, and Paul du Preez. "Current exposure method for CCP’s under Basel III." Risk Governance and Control: Financial Markets and Institutions 3, no. 1 (2013): 82–92. http://dx.doi.org/10.22495/rgcv3i1c1art2.

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Exposure-at-default is one of the most interesting and most difficult parameters to estimate in counterparty credit risk. Basel I offered only the non-internal Current Exposure Method for estimating this quantity whilst Basel II further introduced the Standardized Method and an Internal Model Method. Under new Basel III rules a central counterparty is defined as being a financial institution. New principles set out by the Basel Committee on Banking Supervision forces Central Counterparties in using the Current Exposure Method when estimating the credit exposures to Clearing Member banks notwithstanding its shortcomings. The Current Exposure Method relies on the Value-at-Risk methodology and its characteristics are discussed in this note. We will particularly investigate exposures to SAFCOM, the South African clearing house and point to a mathematical discrepancy on how netting is effected through the Basel accord.
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19

Kapoor, Samriti, and Mandeep Kaur. "Basel III Norms: A SWOT and TOWS Approach." Vision: The Journal of Business Perspective 21, no. 3 (July 20, 2017): 250–58. http://dx.doi.org/10.1177/0972262917716759.

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Basel norms are international regulatory guidelines which have been introduced, updated and revised from time to time considering the need for more sound and stable banking system. Presently, Basel III has come into the scene in the wake of financial turmoil and inability of Basel II to address risks faced by banks. The purpose of the present study is to conduct a SWOT analysis of Basel III framework in order to find out its strengths, weaknesses, opportunities and major threats. The study also performs TOWS analysis to facilitate cross-matching among strengths, weaknesses, opportunities and threats. The study suggested that as Basel III is a global risk management phenomenon; hence Indian banks have to accept it to achieve harmonization with international standards. Thus, banks have to devise smart alternative strategies to implement it, as its adoption will ultimately benefit soundness and profitability of banks in the long run.
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20

Azeem, Muhammad Mehtab, Akin Marsap, and Cigdem Ozari. "Impact of Basel Accord on Banking System (Evidence from Islamic Banks of Pakistan)." Applied Finance and Accounting 1, no. 2 (March 17, 2015): 1. http://dx.doi.org/10.11114/afa.v1i2.724.

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Banks and bank regulatory authorities are vital players for the stability of economy and financial system in potential way. Basel III and its related to capital’s requirement obligations have been effective useful tool for the banking system. Since, this is tough job for the bankers to maintain the liquidity for hedging the future risk but it also been expensive for bankers to keep the extra capital and become more liquid since this discourage the provision of loans but promote the credit ratings. However, it has become necessary to investigate the impact of Basel III on Islamic banking system and analyze the trade off. The study analyzes empirically on the (Financial) anomalies in term of three factors (i) Financial size (ii) Spread and (iii) Provisions for non performing financing. The study also discusses the impact of Basel III on Islamic banking performance if applicable, in context of trade off and impact on country’s economy. We can ask that Basel III framework is difficult to be consistent for conventional banks; we can also realize that either new regulation will be flexible for Islamic banks under Basel III while Islamic and Conventional banks are totally different. Further, we shall estimate if the Basel III is more or less important in Islamic banks of Pakistan than conventional banks. At the end, we shall see from theoretical framework either the impact of Basel III is important for Islamic banks if and only if Islamic banks adopt to follow Basel III regulations and analyzing the potential influence on conventional banks.
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21

Msatfa, Adil. "Basel III in the Islamic Finance Industry." Journal of Investing 21, no. 4 (November 30, 2012): 165–70. http://dx.doi.org/10.3905/joi.2012.21.4.165.

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22

Hidayat, Sutan Emir, Mariam M. Nadeem, Ahmed J. AlMadaifa, Zuhair Ali, and -. "Impacts of Basel III on Islamic Finance." Journal of Islamic Financial Studies 04, no. 02 (December 1, 2018): 123–33. http://dx.doi.org/10.12785/jifs/040204.

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23

Birovljev, Jelena, Milivoje Davidovic, and Biljana Stavljanin. "Basel III: Redesigned regulatory framework for banks." Ekonomika preduzeca 60, no. 3-4 (2012): 140–48. http://dx.doi.org/10.5937/ekopre1204140b.

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24

De Waal, Bernadine, Mark A. Petersen, Lungile N. P. Hlatshwayo, and Janine Mukuddem-Petersen. "A note on Basel III and liquidity." Applied Economics Letters 20, no. 8 (May 2013): 777–80. http://dx.doi.org/10.1080/13504851.2012.744130.

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25

Hartmann-Wendels, Thomas. "Basel III — Auswirkungen auf Banken und Finanzsystem." Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung 65, S67 (January 2013): 72–96. http://dx.doi.org/10.1007/bf03373023.

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26

Cassel, Susanne, and Tobias Thomas. "Finanzmarktstabilität: Basel III löst die Probleme nicht." List Forum für Wirtschafts- und Finanzpolitik 39, no. 1 (March 2013): 94–96. http://dx.doi.org/10.1007/bf03373042.

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27

Abdel-Baki, Monal, and Mina Shoukry. "Basel III, the Devil and Global Banking." European Journal of Law and Economics 36, no. 1 (June 16, 2013): 227–30. http://dx.doi.org/10.1007/s10657-013-9401-4.

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28

Swamy, Vighneswara. "Basel III capital regulations and bank profitability." Review of Financial Economics 36, no. 4 (April 25, 2018): 307–20. http://dx.doi.org/10.1002/rfe.1023.

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29

Samitas, Aristeidis, and Stathis Polyzos. "To Basel or not to Basel? Banking crises and contagion." Journal of Financial Regulation and Compliance 23, no. 3 (July 13, 2015): 298–318. http://dx.doi.org/10.1108/jfrc-11-2014-0045.

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Purpose – The purpose of this paper is to propose an object-oriented model of financial simulations which aims to test the applicability and suitability of the proposed measures of Basel III with respect to the prevention of banking crises. Design/methodology/approach – The authors introduce an object-oriented model of financial simulations in the banking sector, namely, virtual banking (VBanking). The system is based on behavioural simulation of economic agents and allows for transactions between them, using various forms of financial assets. VBanking has been implemented as an automated stand-alone model, allowing for repetitive simulations under the same parameter sets, producing an efficient series of statistical data. Findings – Interpretation of the resulting data suggests that some of the criticism against the proposed measures is justified, as neither economic crises nor contagion are diminished under Basel III. At the same time, the authors’ findings support that the stability goal is met, at least in part. Research limitations/implications – The model encompasses a relatively small part of the banking sector, while the authors choose not to deal with the production part of the economy. However, these limitations do not hinder the validity and importance of the authors’ findings. Originality/value – The originality of this article lies in the use of an object-oriented behavioural model and in the resulting model application that is based on it. This enables the authors to run a series of simulations with different parameters, the results of which the authors can then compare. The authors’ findings can contribute to the authorities’ efforts to ameliorate the policies of Basel III.
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Çil, Celal gökhan. "Türkiye’de Uygulanan Basel Kriterleri Ve Basel III Kriterlerinin Türk Finans Sistemine Etkileri." Politik Ekonomik Kuram 3, no. 1 (June 30, 2019): 83–104. http://dx.doi.org/10.30586/pek.559663.

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31

Zweifel, Peter. "Solvency Regulation—An Assessment of Basel III for Banks and of Planned Solvency III for Insurers." Journal of Risk and Financial Management 14, no. 6 (June 8, 2021): 258. http://dx.doi.org/10.3390/jrfm14060258.

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Basel III, regulating the solvency of banks, is to be fully implemented by 2027 while Solvency III directed at insurers is being prepared. In view of past experience, it will be closely modelled after Basel III. This raises two questions. (i) Will Basel III and Solvency III be more successful than their predecessors? (ii) Is it appropriate to continue regulating the solvency of banks and insurers in the same way? The first question is motivated by an earlier finding that Basel I and II risked inducing more rather than less risk-taking by banks, which also holds for Solvency I and II w.r.t. insurers. The methodology applied was to determine the slope of an endogenous perceived efficiency frontier (EPEF) in (μ^,σ^)-space derived from banks’ and insurers’ optimal adjustment to exogenous changes, in expected returns dμ¯ and volatility dσ¯ on the capital market. Both Basel I and II and Solvency I and II neglected the impact of these developments on banks’ and insurers’ EPEF. This neglect had the effect of steepening the EPEF, causing senior management to opt for an increased rather than reduced value of σ^, and hence a lower solvency level. This issue is resolved by Basel III (Principle 5), which requires banks to take developments in the capital market into account in the formulation of their business strategies designed to ensure solvency. In combination with increased capital requirements, this is shown to result in a reduced slope of their EPEF and hence a reduced risk exposure. However, planned Solvency III may cause the EPEF of highly capitalized insurance companies to become steeper, with a concomitant decrease in their risk-taking and an increase of their solvency level. The second question, concerning the appropriateness of the uniformity of solvency regulation directed at banks and insurers, arises because the parameters determining the slope of the respective EPEF are found to crucially differ. Therefore, the uniformity of Basel and Solvency norms creates the risk of a mistaken regulatory focus.
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32

Vermorken, Maximilian A., and Alphons Th Vermorken. "Cause v. consequence‐based regulation: Basel III v. the Eurocodes." Journal of Financial Regulation and Compliance 19, no. 2 (May 10, 2011): 111–16. http://dx.doi.org/10.1108/13581981111123834.

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33

Hlatshwayo, L. N. P., M. A. Petersen, J. Mukuddem-Petersen, and C. Meniago. "Basel III Liquidity Risk Measures and Bank Failure." Discrete Dynamics in Nature and Society 2013 (2013): 1–19. http://dx.doi.org/10.1155/2013/172648.

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Basel III banking regulation emphasizes the use of liquidity coverage and nett stable funding ratios as measures of liquidity risk. In this paper, we approximate these measures by using global liquidity data for 391 hand-selected, LIBOR-based, Basel II compliant banks in 36 countries for the period 2002 to 2012. In particular, we compare the risk sensitivity of the aforementioned Basel III liquidity risk measures to those of traditional measures such as the nonperforming assets ratio, return-on-assets, LIBOR-OISS, Basel II Tier 1 capital ratio, government securities ratio, and brokered deposits ratio. Furthermore, we use a discrete-time hazard model to study bank failure. In this regard, we find that Basel III risk measures have limited ability to predict bank failure when compared with their traditional counterparts. An important result is that a higher liquidity coverage ratio is associated with a higher bank failure rate. We also find that market-wide liquidity risk (proxied by LIBOR-OISS) was the major predictor of bank failures in 2009 and 2010 while idiosyncratic liquidity risk (proxied by other liquidity risk measures) was less. In particular, our contribution is the first to achieve these results on a global scale over a relatively long period for a variety of banks.
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BATIUK, Larysa. "MONETARY POLICY AND FINANCIAL INTERMEDIATION IN BASEL III: GLOBAL TRENDS." Ukrainian Journal of Applied Economics 4, no. 3 (August 30, 2019): 39–47. http://dx.doi.org/10.36887/2415-8453-2019-3-5.

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Introduction. The article deals with the peculiarities of the transmission mechanism of monetary policy in the implementation conditions of the Basel Committee requirements on Banking Supervision "Basel III". The problem of the mechanism violation of the classical monetary multiplier, the imbalance of the monetary circulation system, the frequency increase of debt defaults and the amplitude of macroeconomic fluctuations in the global economic system are marked as a study result of the effects of the credit mitigation policy conducted by the US Federal Reserve amid the global financial crises of the last decade and changes in the nature of financial intermediation based on the synthesis of asset securitization and structured finance instruments. The purpose of this article is to investigate changes in monetary policy and financial intermediation in the implementation context of the Basel Committee on Banking Supervision Basel III as a source of imbalance in the global economy. Research methodology. The system method, method of scientific abstraction, methods of analysis and synthesis, statistical, comparison, generalization, scientific prediction were used. Results. The article deals with the implications of implementing the Basel Committee on Banking Supervision Basel I and Basel II in the area of monetary policy and financial intermediation; peculiarities of monetary multiplier mechanism operation in modern conditions are revealed; the possible consequences of implementing Basel III requirements for the mechanism of monetary supply formation in the world economy are analysed; the change in the role of gold as monetary metal in central bank foreign exchange reserves and the implications of these changes in terms of price dynamics and the distribution of real wealth in the global economy are examined. Conclusions. It is proposed to consider the requirements of the Basel Committee on Banking Supervision "Basel III" as such, which will exacerbate the volatility of global financial markets, increase the likelihood of increasing the frequency of debt defaults and, given the possibility of using gold as a means of redistribution of real wealth in the global economy, will cause an increase in the amplitude of macroeconomic fluctuations. Keywords: monetary policy; financial intermediation; the central bank; US Federal Reserve; Basel III; bank capital structure, monetary base; money multiplier, correspondent accounts; money supply; monetary gold; global economy.
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Hussain, Khalid, and Malik Muhammad. "Performance of Islamic and Conventional Banks: The Impact of Basel III." Journal of Islamic Business and Management (JIBM) 12, no. 01 (June 30, 2022): 32–48. http://dx.doi.org/10.26501/jibm/2022.1201-004.

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Purpose: To overcome the deficiencies of the Basel II and to respond the great depression of 2008, Basel III is designed to lower the default risk of banks. However, the unique business model and capital structure of Islamic banks is ignored at this point. A common banking regulation for two different types of banks may have a different impact on the profitability and cost efficiency of these banking types. In this regard, we address the question of the relative performance of both banking types in response to Basel III standards. Methodology: The study utilizes data of 79 banks, both Islamic and conventional, for the period of 2005 to 2019 from 10 different countries. For estimation, the study uses fixed-effect regression analysis. Findings: We find a positive impact of Basel III regulations on profitability and cost efficiency of the Islamic banks and a negative impact on conventional banks. The findings indicate that the favorable impact of Basel III on Islamic banks reduces the performance gap between both types of banks. Originality/Significance: This is perhaps the first paper which empirically explores the impact of Basel III regulations on the comparative performance of both types of banks. Policy Implications: The declining profitability and cost efficiency of conventional banks draw the attention of global and local banking regulators. Basel Committee on Banking Supervision (BCBS) and central banks of the countries with dual banking models should address this negative effect of the implementation of Basel III on conventional banks.
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36

Lajqi, Hysen. "BASEL III LIQUIDITY RISK AND KOSOVO BANKING SYSTEM." Knowledge International Journal 34, no. 5 (October 4, 2019): 1329–35. http://dx.doi.org/10.35120/kij34051329l.

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The financial crisis 2007-2009 prompted the Basel Committee on Banking Supervision (BCBS) to intensify its efforts to strengthen the principles and standards for capital, as well as for the measurement and management of liquidity risk. Risk management is very important in the financial system, especially in banks. Among various risks Banks face is a liquidity risk it’s managing enables Banks to fulfil their obligationsBasel III consists of set of measures internally agreed. The implementation of Basel III will considerably increase the quality of banks' capital and significantly raise the required level of their capital. In addition, it will provide a "macro prudential overlay" to better deal with systemic risk.Like all Basel Committee standards, Basel III standards are minimum requirements which apply to internationally active banks. Members are committed to implementing and applying standards in their jurisdictions within the time frame established by the Committee.To ensure that banks have sufficient liquidity to survive potential liquidity shocks, as happened few years ago, the Basel Committee has issued two new globally revised minimum standards under the Basel III rules for the first time in the banking history: LCR – Liquidity Coverage Ratio and NSFR – Net Stable Funding Ratio that contain new requirements for bank capital, as well as standardized rules in the liquidity area.Banks need to fully comply with LCR and NSFR rules by January 1, 2019, according to the Capital Requirements Directive & Capital Requirements Regulation (CRD IV & CRR) rules.Basel III rules, in the European Union attain their applicable judicial form through REGULATION (EU) No 575/2013. The regulatory package is due to enter into force on January 1st, 2014, but some provisions will be implemented gradually between 2014 and 2019 and will fully come into force on January 1st, 2019. But these rules are likely to undergo some revisions due to a proposal by European Union (EU), so implementation horizon could go being beyond 2019.Performance of the Kosovo banking sector continued to be positive, thus contributing in maintaining the financial and economic stability of the country. Kosovo’s financial system continues to be characterized with sustainable increase in all its constituent sectors. The banking sector in Kosovo as most successful story is developed by many international institutions, characterized by a large presence of foreign capital, where 89. 2% of all assets are managed by foreign banks and development is based on international standards.Banking sector continued to have good liquidity position, with the main liquidity indicators standing above the minimal level as a required by the regulation.The implementation of Basel III rules in Kosovo related to liquidity depends on the local regulator and Basel III standards.
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37

Ding Xiao Ling, Razali Haron, and Aznan Hasan. "BASEL III CAPITAL REGULATION FRAMEWORK AND ISLAMIC BANK’S RISK." IIUM Law Journal 30, S2 (November 12, 2022): 93–128. http://dx.doi.org/10.31436/iiumlj.v30is2.765.

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Basel III modified the requirements for approving new regulatory capital norms to improve capital quality. Because bank liquidity problems were a defining feature of the crisis, Basel III established new requirement ratios while also tightened capital requirements. The Liquidity Coverage Ratio (LCR) was developed to safeguard banks' short-term liquidity, whereas the Net Stable Funding Ratio (NSFR) is being proposed to strengthen banks' medium- and long-term liquidity shock resilience. As a necessary consequence, Islamic financial institutions (IFIs) must issue instruments that satisfy both Basel III and Shari’ah requirements. This study aims to identify the regulatory requirements for Basel III and the Islamic Financial Services Board (IFSB)'s new capital and liquidity rules, as well as the implications for Islamic banks (IB). This study employs a mixed research methodologies approach which includes document analysis of primary and secondary sources, as well as the relevant regulations published by BCBS and IFSB. This study relies on the identification of Standards for each criterion before conducting a systematic review of the 23 publications that meet the study's requirements published between 2013 and 2022. There is a scarcity of Shari’ah-compliant research on capital buffers, tier 1 capital, and common equity tier 1 capital, according to certain findings. Furthermore, the empirical literature suggests that Basel III has a significant impact on the financial risk of the IB sector in the samples collected. However, there is still a significant gap in studies investigating the influence of Basel III/IFSB capital and liquidity regulations on Islamic bank risk, or more precisely, supportive data from empirical investigations. The wealth of research will provide new insights to standard-setters (BCBS and IFSB), regulators, researchers, and academicians.
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38

Sbarcea, Ioana. "IMPLEMENTATION OF BASEL III IN THE EUROPEAN BANKING SECTOR." Bulletin of Taras Shevchenko National University of Kyiv Economics, no. 171 (2015): 60–65. http://dx.doi.org/10.17721/1728-2667.2015/171-6/11.

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39

Althawadi, Maryam Abdulla, and Gagan Kukreja. "Implementation of the Basel III and its effect on Bahrain’s banking sector." Corporate Ownership and Control 15, no. 1 (2017): 224–34. http://dx.doi.org/10.22495/cocv15i1c1p6.

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The financial crisis which occurred in 2007 and 2008 has had a major impact on the global banking industry. As a result, many banks went bankrupt or the governments had bailed them out. Thus, to protect banks against such a situation, the Basel Committee on Banking Supervision (BCBS) had scrutinized and altered the banking regulations, termed as the Basel III. The purpose of this study is to analyse the Basel III paradigm and its impact on the banks’ financial health of Bahrain. This kind of study will enhance the understanding of Basel III and its impact on banking sector for researchers of GCC in general and Bahrain in particular. The approach of the study is qualitative, whereas the theoretical framework has been used in the literature review. The empirical results were acquired from the interviews of various personnel from banks in Bahrain to gauge their perspective on Basel III paradigm. The overall perspectives of the banking personnel about Basel III were that it should have more stringent requirements. In this case, the capital requirements are considered to be too low and the risk weights are too unrealistic. However, majority of the banking personnel are still optimistic that Basel III does grant superior protection, but it doesn’t provide complete protection against the chance of failure. According to the research findings, majority of respondents were optimistic and feel that it does help in protecting the banks, while others consider it completely useless and failed to prevent failures.
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40

Ramskyi, Andriy, Valeria Loiko, Olena Sobolieva-Tereshchenko, Daria Loiko, and Valeriia Zharnikova. "Integration of Ukraine into the European banking system: cleaning, rebooting and Basel III." Banks and Bank Systems 12, no. 4 (December 19, 2017): 163–74. http://dx.doi.org/10.21511/bbs.12(4-1).2017.05.

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The urgency of the issue is related to changes in the Ukrainian banks’ business environment, taking into account the impact of domestic and global financial instability and the implementation of the regulatory framework for banking regulation of the National Bank of Ukraine in accordance with the Basel Committee on Banking Supervision recommendations. The main goal of this research is to analyze the degree of implementation and compliance with the Basel III regulations in Ukrainian banking system. To carry out the research, regulatory and legislative documents of the National Bank of Ukraine, the Basel Accords, statistic data of the Ukrainian banks and the National Bank of Ukraine were used. For this purpose, the analysis of main indicators of Ukrainian banks’ financial stability within the period of 2014–2017 is made. Thus, post-crisis regulatory changes have aimed at restoring bank stability. The results seem to suggest that bank regulatory changes may be repressive, for instance, cleaning and optimization of the banking system as an effective tool for anticrisis management. As a result, it was concluded that banks with foreign capital are the most stable in the banking system of Ukraine in comparison with domestic banks.
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41

Lee, Kihoon, and Jai Hwan Won. "Risk Management of Trading Assets under BaselⅢ Market Risk Regulation: A Case Review from a Korean Bank." Dongguk Business Research Institute 45, no. 1 (February 28, 2023): 1–30. http://dx.doi.org/10.55685/bcr.2023.45.1.1.

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Interdependence in the global financial market makes banks’ financial soundness more essential. In addition, 2008 financial crisis revealed that financial institutions’ risk management was poor, making an updated risk regulation, namely the Basel III regulation. These changes in market risk regulation require banks to develop market risk management system in of step with Basel III standards. In 2019 report, Basel Committee estimated that the market risk charge was increased about 21.7% for the sample banks under Basel III standard. Since the market risk charges of Korean financial institutions can change when Base III market risk regulation introduces, this study investigates the change of market risk charge under the Basel III market risk regulation and explores the implications for the preparation of banks about market risk management system through the case review for a representative Korean bank.
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42

Van Vuuren, Gary Wayne. "Basel III countercyclical capital rules: implications for South Africa." South African Journal of Economic and Management Sciences 15, no. 3 (August 22, 2012): 309–24. http://dx.doi.org/10.4102/sajems.v15i3.235.

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The financial crisis has been blamed on many entities, institutions and individuals as well as the Basel II accord which had just begun to be implemented globally when the crisis erupted. The criticisms resulted in the construction of Basel III, a series of measures designed to augment and repair (but not replace) the Basel II accord. One of these adjuncts addresses the problem of economic procyclicality and suggests ways to mitigate it through capital charge increases when economies overheat and capital charge reduction in economic contractions. The consequences of this proposed measure's introduction for South African banks is explored.
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43

Abdel-Baki, Monal A. "The Impact of Basel III on Emerging Economies." Global Economy Journal 12, no. 2 (April 25, 2012): 1850256. http://dx.doi.org/10.1515/1524-5861.1798.

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This research constructs a two-stage model to gauge the impact of Basel III on GDP growth rates in 47 emerging market economies (EMEs). The first stage detects a strong relationship between compliance with Basel III capital, liquidity and leverage ratios on the one hand and credit performance on the other hand. The second stage uses multiple regression analysis to estimate the direct and the indirect transmission effects. The results reveal that implementing Basel III would hamper growth by more than 3 percentage points, and that the recovery period from the shock requires 3 years and 3 quarters. Advanced EMEs are the most adversely impacted in comparison to secondary and frontier emerging markets. The paper concludes by proposing a set of recommendations and reforms at various levels: the Basle Committee for Banking Supervision, domestic regulators, national and regional trade unions of banks, and individual banking institutions.
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44

Sbârcea, Ioana Raluca. "International Concerns for Evaluating and Preventing the Bank Risks – Basel I Versus Basel II Versus Basel III." Procedia Economics and Finance 16 (2014): 336–41. http://dx.doi.org/10.1016/s2212-5671(14)00811-9.

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45

Santillán-Salgado, Roberto Joaquín. "Global Regulatory Changes to the Banking Industry after the Financial Crisis: Basel III." Journal of Global Economy 11, no. 2 (June 27, 2015): 83–100. http://dx.doi.org/10.1956/jge.v11i2.395.

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Two global regulatory frameworks for the banking industry (the Basel I and Basel II Agreements) had already been developed and implemented when the Financial Crisis (2007-2009) hit the global economy, and a third version was under development. We center this study’s attention on the structure and functioning of the Basel III Agreement but, in order to set the background, we briefly discuss its previous versions (Basel I and Basel II). Finally, we present some comments on the meaningfulness and impact of the Basel Agreements worldwide, and offer our inferences on what will be the future of the world banking industry under Basel III.
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46

Choi, Kye-Jung, and Byung-Ho Kim. "An Empirical Study on Estimation model of Suhyup Bank's Risk-Weighted Assets, related Basel III." Journal of Fisheries Business Administration 47, no. 1 (March 31, 2016): 87–100. http://dx.doi.org/10.12939/fba.2016.47.1.087.

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47

Wang, Mu-Shun. "Financial Innovation, Basel Accord III, and Bank Value." Emerging Markets Finance and Trade 50, sup2 (March 2014): 23–42. http://dx.doi.org/10.2753/ree1540-496x5002s202.

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48

Gupta, H. "Importance of Basel III Norms in Digital banking." International Journal of Computer Sciences and Engineering 06, no. 09 (November 20, 2018): 135–40. http://dx.doi.org/10.26438/ijcse/v6si9.135140.

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49

Chan, Joey, and Stephen Horan. "The Impact of Basel III on Financial Markets." CFA Institute Magazine 23, no. 2 (March 2012): 11–14. http://dx.doi.org/10.2469/cfm.v23.n2.3.

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50

Gideon, F., Mark A. Petersen, Janine Mukuddem-Petersen, and LNP Hlatshwayo. "Basel III and the Net Stable Funding Ratio." ISRN Applied Mathematics 2013 (March 3, 2013): 1–20. http://dx.doi.org/10.1155/2013/582707.

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We validate the new Basel liquidity standards as encapsulated by the net stable funding ratio in a quantitative manner. In this regard, we consider the dynamics of inverse net stable funding ratio as a measure to quantify the bank’s prospects for a stable funding over a period of a year. In essence, this justifies how Basel III liquidity standards can be effectively implemented in mitigating liquidity problems. We also discuss various classes of available stable funding and required stable funding. Furthermore, we discuss an optimal control problem for a continuous-time inverse net stable funding ratio. In particular, we make optimal choices for the inverse net stable funding targets in order to formulate its cost. This is normally done by obtaining analytic solution of the value function. Finally, we provide a numerical example for the dynamics of the inverse net stable funding ratio to identify trends in which banks behavior convey forward looking information on long-term market liquidity developments.
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