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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...

Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer

Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer »

Source: Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer

Volume/Issue: 2019/86

Series: IMF Working Papers

Author(s): Torsten Wezel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2019

ISBN: 9781498312097

Keywords: Credit booms, Developing countries, Bank credit, Credit, Bank capital, Macroprudential Policy, Procyclicality, Basel III, CCB, RWA

This paper discusses issues in calibrating the countercyclical capital buffer (CCB) based on a sample of EU countries. It argues that the main indicator for buffer decisions under the Basel III framework, the credi...

Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic

Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic »

Source: Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic

Volume/Issue: 2019/39

Series: IMF Working Papers

Author(s): Valentina Flamini , Pierluigi Bologna , Fabio Di Vittorio , and Rasool Zandvakil

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 February 2019

ISBN: 9781484397992

Keywords: Exchange rate policy, Credit booms, Central banks, Credit pricing, Credit risk, Credit cycle;Financial crises;Countercyclical capital buffer;Basel III;CPI inflation;GFC;countercyclical;synchronicity

Credit is key to support healthy and sustainable economic growth but excess aggregate credit growth can signal the build-up of imbalances and lead to systemic financial crisis. Hence, monitoring the credit cycle is...

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...

Rules and Regulations for the Investment Account

Rules and Regulations for the Investment Account »

Volume/Issue: 2018/014

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 March 2018

DOI: http://dx.doi.org/10.5089/9781498307321.007

ISBN: 9781498307321

Keywords: Article XII, Section 6(f)(iii), Asset management, Executive Board decisions, Gold sales by Fund, Net income of Fund, Resource allocation, Rules/Regulations, SDR interest rates, Investment policy, Financial statements

The objective of the Investment Account (IA) is to provide a vehicle for the investment of a part of the Fund's assets so as to generate income that may be used to meet the expenses of conducting the business of th...

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...

Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer

Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer »

Volume/Issue: 2019/86

Series: IMF Working Papers

Author(s): Torsten Wezel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2019

DOI: http://dx.doi.org/10.5089/9781498312097.001

ISBN: 9781498312097

Keywords: Credit booms, Developing countries, Bank credit, Credit, Bank capital, Macroprudential Policy, Procyclicality, Basel III, CCB, RWA

This paper discusses issues in calibrating the countercyclical capital buffer (CCB) based on a sample of EU countries. It argues that the main indicator for buffer decisions under the Basel III framework, the credi...

Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic

Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic »

Volume/Issue: 2019/39

Series: IMF Working Papers

Author(s): Valentina Flamini , Pierluigi Bologna , Fabio Di Vittorio , and Rasool Zandvakil

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 February 2019

DOI: http://dx.doi.org/10.5089/9781484397992.001

ISBN: 9781484397992

Keywords: Exchange rate policy, Credit booms, Central banks, Credit pricing, Credit risk, Credit cycle;Financial crises;Countercyclical capital buffer;Basel III;CPI inflation;GFC;countercyclical;synchronicity

Credit is key to support healthy and sustainable economic growth but excess aggregate credit growth can signal the build-up of imbalances and lead to systemic financial crisis. Hence, monitoring the credit cycle is...

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...