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The amount and quality of the Australian banking sector’s capital has increased considerably over the past couple of years. As in a number of other countries, this is because the recent global financial crisis has prompted both markets and regulators to reappraise their views on...
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After the financial crisis financial regulators increased banks’ capital adequacy ratios (CET1/RWA) requirements in …, some of which might affect bank’s ability to finance the real economy. We perform a decomposition of the changes in capital … adequacy ratios into seven factors to check whether banks adjusted their capital ratio by increasing equity, by reducing loans …
Persistent link: https://www.econbiz.de/10012055399
second question, concerning the appropriateness of the uniformity of solvency regulation directed at banks and insurers …Basel III, regulating the solvency of banks, is to be fully implemented by 2027 while Solvency III directed at insurers … the solvency of banks and insurers in the same way? The first question is motivated by an earlier finding that Basel I and …
Persistent link: https://www.econbiz.de/10012611815
second question, concerning the appropriateness of the uniformity of solvency regulation directed at banks and insurers …Basel III, regulating the solvency of banks, is to be fully implemented by 2027 while Solvency III directed at insurers … the solvency of banks and insurers in the same way? The first question is motivated by an earlier finding that Basel I and …
Persistent link: https://www.econbiz.de/10012588178
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This study outlines a methodology for mapping the increases in capital and liquidity requirements proposed under Basel III to bank lending spreads. The higher cost associated with a one percentage point increase in the capital ratio can be recovered by increasing lending spreads by 15 basis...
Persistent link: https://www.econbiz.de/10008725980