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 … II risked inducing more rather than less risk-taking by banks, which also holds for Solvency I and II w.r.t. insurers …

Banks in the Czech Republic maintain their regulatory capital ratios well above the level required by their regulator … stemming from capital buffers and Pillar 2 add-ons on the capital ratios of banks holding such extra capital. The results … provide evidence that banks shrink their capital surplus in response to higher capital requirements. A substantial portion of …

(CRE) exposures in Norway, applicable to the largest banks. CRE is the sector where banks have historically incurred the … weight floor is high enough to cover banks' CRE loan losses[1] during the downturn in 2002-03, but lower than the CRE loan … cover some of the losses. On the other hand, risk weight floors should not be set to a level that weakens banks' incentives …

(CRE) exposures in Norway, applicable to the largest banks. CRE is the sector where banks have historically incurred the … weight floor is high enough to cover banks' CRE loan losses[1] during the downturn in 2002-03, but lower than the CRE loan … cover some of the losses. On the other hand, risk weight floors should not be set to a level that weakens banks' incentives …

strategy banks adopt in response to the reform, and that banks tend to prefer some strategies over others. Specifically, an … less likely to be preferred by banks. We also find that the undesired macroeconomic effects of the reform during the …

examination of 44 large banks headquartered in 13 countries; eight of these countries belong to the European Union, seven belong …, different patterns in the relationships across countries and even across banks within the same country. Also, higher … correlations between bank and sovereign risk are found in countries in which the ratio of the assets of banks relative to their …

We develop a new framework to study the implementation of monetary policy through the banking system. Banks finance … illiquid loans by issuing deposits. Deposit transfers across banks must be settled using central bank reserves. Transfers are … profiting from lending and incurring greater liquidity risk. We calibrate our model to study quantitatively why banks have …

-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 …