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Banks' Adjustment to Basel III Reform

Banks' Adjustment to Basel III Reform »

Source: Banks' Adjustment to Basel III Reform : A Bank-Level Perspective for Emerging Europe

Volume/Issue: 2017/24

Series: IMF Working Papers

Author(s): Michal Andrle , Vladimír Tomšík , and Jan Vlcek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 February 2017

ISBN: 9781475577525

Keywords: Capital adequacy, Europe, Emerging markets, Commercial banks, Banking sector, Bank supervision, Bank reforms, Basel Core Principles, Central banks and their policies, Basel III

The paper seeks to identify strategies of commercial banks in response to higher capital requirements of Basel III reform and its phase-in. It focuses on a sample of nine EU emerging market countries and picks up 5...

Developments in Financial Supervision and the Use of Macroprudential Measures in Central America

Developments in Financial Supervision and the Use of Macroprudential Measures in Central America »

Source: Developments in Financial Supervision and the Use of Macroprudential Measures in Central America

Volume/Issue: 2011/299

Series: IMF Working Papers

Author(s): Mynor Meza , and Fernando Delgado

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2011

ISBN: 9781463927851

Keywords: financial regulation, financial supervision, Basel III, Central America, foreign exchange, banking, consolidated supervision, banking supervision, foreign exchange positions

Improvements in financial regulation and supervision in the Central American region (CAPDR) have strengthened financial stability. Prudential instruments with potential macroeconomic effects have been introduced. N...

Heterogeneity of Bank Risk Weights in the EU

Heterogeneity of Bank Risk Weights in the EU »

Source: Heterogeneity of Bank Risk Weights in the EU : Evidence by Asset Class and Country of Counterparty Exposure

Volume/Issue: 2017/137

Series: IMF Working Papers

Author(s): Rima Turk-Ariss

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 June 2017

ISBN: 9781484302958

Keywords: Bank Capital; Regulation; Risk Weights; Basel III, Bank Capital, Regulation, Risk Weights, Basel III

Concerns about excessive variability in bank risk weights have prompted their review by regulators. This paper provides prima facie evidence on the extent of risk weight heterogeneity across broad asset classes and...

Banks' Adjustment to Basel III Reform
			: A Bank-Level Perspective for Emerging Europe

Banks' Adjustment to Basel III Reform : A Bank-Level Perspective for Emerging Europe »

Volume/Issue: 2017/24

Series: IMF Working Papers

Author(s): Michal Andrle , Vladimír Tomšík , and Jan Vlcek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 February 2017

DOI: http://dx.doi.org/10.5089/9781475577525.001

ISBN: 9781475577525

Keywords: Capital adequacy, Europe, Emerging markets, Commercial banks, Banking sector, Bank supervision, Bank reforms, Basel Core Principles, Central banks and their policies, Basel III

The paper seeks to identify strategies of commercial banks in response to higher capital requirements of Basel III reform and its phase-in. It focuses on a sample of nine EU emerging market countries and picks up 5...

Developments in Financial Supervision and the Use of Macroprudential Measures in Central America

Developments in Financial Supervision and the Use of Macroprudential Measures in Central America »

Volume/Issue: 2011/299

Series: IMF Working Papers

Author(s): Mynor Meza , and Fernando Delgado

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2011

DOI: http://dx.doi.org/10.5089/9781463927851.001

ISBN: 9781463927851

Keywords: financial regulation, financial supervision, Basel III, Central America, foreign exchange, banking, consolidated supervision, banking supervision, foreign exchange positions

Improvements in financial regulation and supervision in the Central American region (CAPDR) have strengthened financial stability. Prudential instruments with potential macroeconomic effects have been introduced. N...

Heterogeneity of Bank Risk Weights in the EU
			: Evidence by Asset Class and Country of Counterparty Exposure

Heterogeneity of Bank Risk Weights in the EU : Evidence by Asset Class and Country of Counterparty Exposure »

Volume/Issue: 2017/137

Series: IMF Working Papers

Author(s): Rima Turk-Ariss

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 June 2017

DOI: http://dx.doi.org/10.5089/9781484302958.001

ISBN: 9781484302958

Keywords: Bank Capital; Regulation; Risk Weights; Basel III, Bank Capital, Regulation, Risk Weights, Basel III

Concerns about excessive variability in bank risk weights have prompted their review by regulators. This paper provides prima facie evidence on the extent of risk weight heterogeneity across broad asset classes and...

Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems

Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems »

Volume/Issue: 2017/102

Series: IMF Working Papers

Author(s): Andreas A. Jobst , Li Lian Ong , and Christian Schmieder

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2017

DOI: http://dx.doi.org/10.5089/9781475597240.001

ISBN: 9781475597240

Keywords: Liquidity risk, Basel III, cash flow-based approach, liquidity coverage ratio (LCR), net stable funding ratio (NSFR), solvency risk, stress testing, Tourism, Cuba, Caribbean

Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solvency stress testing. The ability to adequately identify...

What's Different about Bank Holding Companies?

What's Different about Bank Holding Companies? »

Volume/Issue: 2017/26

Series: IMF Working Papers

Author(s): Ralph Chami , Thomas Cosimano , Jun Ma , and Celine Rochon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 February 2017

DOI: http://dx.doi.org/10.5089/9781475577556.001

ISBN: 9781475577556

Keywords: Banking, Banking, Banks, Financial stability, Loans, Monetary policy, Financial markets, Bank Holding Company, Term Structure, Basel III

The recent fnancial crisis highlighted the role of Bank Holding Companies (BHCs) in exacerbating the crisis and in transmitting monetary policy beyond the local economy to global markets. Yet, little is known about...

Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems

Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems »

Source: Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems

Volume/Issue: 2017/102

Series: IMF Working Papers

Author(s): Andreas A. Jobst , Li Lian Ong , and Christian Schmieder

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2017

ISBN: 9781475597240

Keywords: Liquidity risk, Basel III, cash flow-based approach, liquidity coverage ratio (LCR), net stable funding ratio (NSFR), solvency risk, stress testing, Tourism, Cuba, Caribbean

Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solvency stress testing. The ability to adequately identify...

What's Different about Bank Holding Companies?

What's Different about Bank Holding Companies? »

Source: What's Different about Bank Holding Companies?

Volume/Issue: 2017/26

Series: IMF Working Papers

Author(s): Ralph Chami , Thomas Cosimano , Jun Ma , and Celine Rochon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 February 2017

ISBN: 9781475577556

Keywords: Banking, Banking, Banks, Financial stability, Loans, Monetary policy, Financial markets, Bank Holding Company, Term Structure, Basel III

The recent fnancial crisis highlighted the role of Bank Holding Companies (BHCs) in exacerbating the crisis and in transmitting monetary policy beyond the local economy to global markets. Yet, little is known about...