Housing and credit market shocks: Exploring the role of rule-based Basel III counter-cyclical capital requirements
Sign Up to like & getrecommendations! Published in 2019 at "Economic Modelling"
DOI: 10.1016/j.econmod.2019.01.013
Abstract: This paper examines the extent to which the Basel III bank capital regulation attenuates fluctuations in housing and credit markets and fosters financial and macroeconomic stability. We use a positive housing demand shock to mimic… read more here.
Keywords: counter cyclical; housing; capital; basel iii ... See more keywords
Macroeconomic impact of Basel III: Evidence from a meta-analysis
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Banking and Finance"
DOI: 10.1016/j.jbankfin.2018.05.017
Abstract: We present a meta-analysis of the impact of higher capital requirements imposed by regulatory reforms on the macroeconomic activity (Basel III). The empirical evidence derived from a unique dataset of 48 primary studies indicates that… read more here.
Keywords: basel iii; impact; meta; meta analysis ... See more keywords
Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Economic Dynamics and Control"
DOI: 10.1016/j.jedc.2017.02.004
Abstract: In addition to constraining bilateral exposures of financial institutions, there exist essentially two options for future financial regulation of systemic risk: First, regulation could attempt to reduce the financial fragility of global or domestic systemically… read more here.
Keywords: risk; basel iii; systemic risk; capital surcharges ... See more keywords
Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence
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DOI: 10.1016/j.jfs.2017.05.002
Abstract: Some Canadian provinces have already adopted Basel III rules for the oversight of their administrated credit unions. We analyze the importance of the Basel III additional capital buffer requirements for credit union prudential regulation. Based… read more here.
Keywords: credit; capital; basel iii; credit unions ... See more keywords
Basel III and bank-lending: Evidence from the United States and Europe
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Financial Stability"
DOI: 10.1016/j.jfs.2018.08.002
Abstract: Using data on bank holding companies in the United States and Europe, this paper analyses the impact of capital and liquidity on bank-lending-growth following the 2008 financial crisis, and the new measures inspired by the… read more here.
Keywords: basel iii; united states; states europe; bank ... See more keywords
Basel III and perceived resilience of banks in the BRICS economies
Sign Up to like & getrecommendations! Published in 2018 at "Applied Economics"
DOI: 10.1080/00036846.2017.1391999
Abstract: ABSTRACT This study investigates how the additional capital and liquidity requirements of Basel III would increase the resilience of banks. In particular, using panel data from 2007 to 2014, we examine the resilience of banks… read more here.
Keywords: basel iii; ratio; resilience; banks brics ... See more keywords
Basel III: where should we go from here?
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Financial Economic Policy"
DOI: 10.1108/jfep-01-2019-0001
Abstract: Purpose This paper aims to propose the directions for potential reforms for the capital regulation. The focus is on the simplicity and comparability of the regulation, in addition to its risk sensitivity. Design/methodology/approach The author… read more here.
Keywords: methodology; regulation; basel iii; capital regulation ... See more keywords
A comprehensive review of literature on compliance function post-Basel III
Sign Up to like & getrecommendations! Published in 2025 at "Journal of Financial Regulation and Compliance"
DOI: 10.1108/jfrc-04-2025-0093
Abstract: This paper aims at analysing how regulatory changes, introduced post-Basel III, have shaped the role of Compliance Function (CF) in “financial institutions”, where “banks” are the cynosure of the research. This study combines a systematic… read more here.
Keywords: basel iii; compliance function; post basel; financial institutions ... See more keywords
Basel III Regulations and Financing Decisions of Nonfinancial Firms: The South African Evidence
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DOI: 10.1111/saje.12400
Abstract: This study examines the impact of the Basel III regulatory framework on financing decisions within South Africa's real sector. Using a sample of 2045 firm‐year observations spanning the years 2011–2015 and employing the difference‐in‐differences approach,… read more here.
Keywords: iii regulatory; basel iii; south african; financing decisions ... See more keywords
Perspectives on the “Mini-Basel III” Concept in the Supranationalization Process of EAEU Banking Regulation and Supervision
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DOI: 10.17323/1996-7845-2024-01-02
Abstract: The objectives of economic integration suggest countries’ mutual efforts to their implementation. In fact, the post-crisis recovery demonstrated that there is virtually no alternative to Basel III standards and recommendations in protecting against external shocks… read more here.
Keywords: mini basel; basel iii; iii concept; iii ... See more keywords
Monte Carlo-Based VaR Estimation and Backtesting Under Basel III
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DOI: 10.3390/risks13080146
Abstract: Value-at-Risk (VaR) is a key metric widely applied in market risk assessment and regulatory compliance under the Basel III framework. This study compares two Monte Carlo-based VaR models using publicly available equity data: a return-based… read more here.
Keywords: basel iii; based model; model; monte carlo ... See more keywords