recent Basel Committee's initiatives, that is, Basel III. These two regulatory tools being capital and liquidity requirements … though problems attributed to capital adequacy requirements are considered by many authorities to have triggered the recent … Crisis, the paper will highlight how runs on banks are triggered by liquidity crises and that liquidity risks cannot be …

-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 … actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios. …

bank risk and return. The paper also examines the decline in “failures to deliver” securities in the wake of SEC short … accounting for the short-sell moratorium. Data on 110 regional banks in six US regions from January 2002 to December 30, 2011 are … increased individual bank risk for a majority of banks in six geographic regions, but also increased return in three of three …

an option as a continuous sum (or integral) of Arrow-Debreu securities, with respect to s. The pricing implications of …