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Basel IV

Basel IV
Author: Martin Neisen
Publisher: John Wiley & Sons
Total Pages: 400
Release: 2018-07-26
Genre: Business & Economics
ISBN: 3527821406
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In December 2017 the Basel committee finalised its work on the reform of the Basel III framework. Together with requirements already published in 2015 and 2016, the Basel committee changes all approaches for the calculation of RWA and the corresponding Pillar III disclosure rules. This package of new standards from the Basel Committee, which is unofficially called "Basel IV", is now the most comprehensive package of modifications in the history of banking supervision. The banking industry will face major challenges in implementing these new rules. The second edition of the "Basel IV" handbook is updated with all publications up to March 2018 and also extensively enhanced with additional details, examples and case studies. The aim is to convince the reader that we are facing a new framework called "Basel IV" and not just a fine adjustment of the existing Basel III regulations. This book covers all new approaches for the calculation of RWA: - the standardised approach (CR-SA) and the IRB approach for credit risk, - the new standardised approach for counterparty credit risk (SA-CCR), - both the standardised approach and internal models approach from the "fundamental review of the trading book" (SBA and IMA) - the basic approach (BA-CVA) and standardised approach (SA-CVA) for the CVA risk, - all new approaches (SEC-IRBA, SEC-ERBA, SEC-SA, IAA) for securitisations (incl. STS), - the approaches for the calculation of RWA for equity positions in investment funds (LTA, MBA, FBA) - the new standardised approach for operational risk (SA-OpRisk) Because of the strong relation to the Pillar I requirements, the second edition covers the topics of interest rate risk in the banking book (IRRBB), large exposures and TLAC again. Additionally, the book contains a detailed description of the Pillar III disclosure requirements. With the aid of a high-profile team of experts from countries all over the globe, the complexity of the topic is reduced, and important support is offered.

Basel IV

Basel IV
Author: Martin Neisen
Publisher: John Wiley & Sons
Total Pages: 464
Release: 2018-10-08
Genre: Business & Economics
ISBN: 3527509623
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In December 2017 the Basel committee finalised its work on the reform of the Basel III framework. Together with requirements already published in 2015 and 2016, the Basel committee changes all approaches for the calculation of RWA and the corresponding Pillar III disclosure rules. This package of new standards from the Basel Committee, which is unofficially called "Basel IV", is now the most comprehensive package of modifications in the history of banking supervision. The banking industry will face major challenges in implementing these new rules. The second edition of the "Basel IV" handbook is updated with all publications up to March 2018 and also extensively enhanced with additional details, examples and case studies. The aim is to convince the reader that we are facing a new framework called "Basel IV" and not just a fine adjustment of the existing Basel III regulations. This book covers all new approaches for the calculation of RWA: - the standardised approach (CR-SA) and the IRB approach for credit risk, - the new standardised approach for counterparty credit risk (SA-CCR), - both the standardised approach and internal models approach from the "fundamental review of the trading book" (SBA and IMA) - the basic approach (BA-CVA) and standardised approach (SA-CVA) for the CVA risk, - all new approaches (SEC-IRBA, SEC-ERBA, SEC-SA, IAA) for securitisations (incl. STS), - the approaches for the calculation of RWA for equity positions in investment funds (LTA, MBA, FBA) - the new standardised approach for operational risk (SA-OpRisk) Because of the strong relation to the Pillar I requirements, the second edition covers the topics of interest rate risk in the banking book (IRRBB), large exposures and TLAC again. Additionally, the book contains a detailed description of the Pillar III disclosure requirements. With the aid of a high-profile team of experts from countries all over the globe, the complexity of the topic is reduced, and important support is offered.

Handbook of Basel III Capital

Handbook of Basel III Capital
Author: Juan Ramirez
Publisher: John Wiley & Sons
Total Pages: 563
Release: 2017-02-21
Genre: Business & Economics
ISBN: 1119330823
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A deeper examination of Basel III for more effective capital enhancement The Handbook of Basel III Capital – Enhancing Bank Capital in Practice delves deep into the principles underpinning the capital dimension of Basel III to provide a more advanced understanding of real-world implementation. Going beyond the simple overview or model, this book merges theory with practice to help practitioners work more effectively within the regulatory framework, and utilise the complex rules to more effectively allocate and enhance capital. A European perspective covers the CRD IV directive and associated guidance, but practitioners across all jurisdictions will find value in the strategic approach to decisions surrounding business lines and assets; an emphasis on analysis urges banks to shed unattractive positions and channel capital toward opportunities that actually fit their risk and return profile. Real-world cases demonstrate successful capital initiatives as models for implementation, and in-depth guidance on Basel III rules equips practitioners to more effectively utilise this complex regulatory treatment. The specifics of Basel III implementation vary, but the underlying principles are effective around the world. This book expands upon existing guidance to provide a deeper working knowledge of Basel III utility, and the insight to use it effectively. Improve asset quality and risk and return profiles Adopt a strategic approach to capital allocation Compare Basel III implementation varies across jurisdictions Examine successful capital enhancement initiatives from around the world There is a popular misconception about Basel III being extremely conservative and a deterrent to investors seeking attractive returns. In reality, Basel III presents both the opportunity and a framework for banks to improve their assets and enhance overall capital – the key factor is a true, comprehensive understanding of the regulatory mechanisms. The Handbook of Basel III Capital – Enhancing Bank Capital in Practice provides advanced guidance for advanced practitioners, and real-world implementation insight.

Navigating Basel IV: Understanding the New Regulatory Landscape

Navigating Basel IV: Understanding the New Regulatory Landscape
Author: Anand Vemula
Publisher: Anand Vemula
Total Pages: 96
Release:
Genre: Business & Economics
ISBN:
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"Navigating Basel IV: Understanding the New Regulatory Landscape" serves as an authoritative guide for bankers, financial analysts, and regulators alike, providing comprehensive insights into the implications and intricacies of the Basel IV regulatory framework. This book is a vital resource for anyone seeking clarity and guidance in navigating the complex world of banking regulations, particularly in the aftermath of the global financial crisis. The book begins by elucidating the origins and evolution of the Basel Accords, tracing their development from the original Basel I framework to the more recent Basel III reforms and the subsequent introduction of Basel IV. Readers gain a deep understanding of the motivations behind each iteration of the Basel Accords and the key objectives driving regulatory reforms in the banking sector. Central to the book's narrative is a detailed exploration of the Basel IV framework itself. Readers are guided through the various components of Basel IV, including standardized approaches for credit risk, operational risk, and market risk, as well as the implementation of the standardized output floor and the revised framework for measuring the exposure of banks to counterparty credit risk. Moreover, the book delves into the implications of Basel IV for banks and financial institutions, exploring how the new regulatory requirements may impact capital adequacy, risk management practices, and business strategies. Through insightful analysis and practical examples, readers gain clarity on the challenges and opportunities presented by Basel IV compliance. In addition to dissecting the technical aspects of Basel IV, the book also addresses broader themes such as regulatory compliance culture, stakeholder communication, and the evolving role of regulators in ensuring financial stability. By providing a holistic perspective on Basel IV, the book equips readers with the knowledge and tools needed to navigate the changing regulatory landscape with confidence and proficiency. In summary, "Navigating Basel IV: Understanding the New Regulatory Landscape" is an indispensable resource for professionals in the banking and finance industry seeking to grasp the complexities of Basel IV and adapt their organizations to meet regulatory requirements effectively. Whether you're a banker, analyst, or regulator, this book offers invaluable insights that will inform decision-making and shape the future of banking regulation

Basel in the Age of Burckhardt

Basel in the Age of Burckhardt
Author: Lionel Gossman
Publisher: University of Chicago Press
Total Pages: 630
Release: 2002-04-15
Genre: History
ISBN: 9780226305004
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This remarkable history tells the story of the independent city-republic of Basel in the nineteenth century, and of four major thinkers who shaped its intellectual history: the historian Jacob Burckhardt, the philologist and anthropologist Johann Jacob Bachofen, the theologian Franz Overbeck, and the philosopher Friedrich Nietzsche. "Remarkable and exceptionally readable . . . There is wit, wisdom and an immense erudition on every page."—Jonathan Steinberg, Times Literary Supplement "Gossman's book, a product of many years of active contemplation, is a tour de force. It is at once an intellectual history, a cultural history of Basel and Europe, and an important contribution to the study of nineteenth-century historiography. Written with a grace and elegance that many aspire to, few seldom achieve, this is model scholarship."—John R. Hinde, American Historical Review

Revisiting Risk-Weighted Assets

Revisiting Risk-Weighted Assets
Author: Vanessa Le Leslé
Publisher: International Monetary Fund
Total Pages: 50
Release: 2012-03-01
Genre: Business & Economics
ISBN: 1475502656
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In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-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 from Europe, North America, and Asia Pacific. We then discuss a range of policy options that could be explored to fix the actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios.

Basel III and Bank-Lending: Evidence from the United States and Europe

Basel III and Bank-Lending: Evidence from the United States and Europe
Author: Mr.Sami Ben Naceur
Publisher: International Monetary Fund
Total Pages: 54
Release: 2017-11-15
Genre: Business & Economics
ISBN: 1484328302
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Using data on commercial banks in the United States and Europe, this paper analyses the impact of the new Basel III capital and liquidity regulation on bank-lending following the 2008 financial crisis. We find that U.S. banks reinforce their risk absorption capacities when expanding their credit activities. Capital ratios have significant, negative impacts on bank-retail-and-other-lending-growth for large European banks in the context of deleveraging and the “credit crunch” in Europe over the post-2008 financial crisis period. Additionally, liquidity indicators have positive but perverse effects on bank-lending-growth, which supports the need to consider heterogeneous banks’ characteristics and behaviors when implementing new regulatory policies.

Crr III

Crr III
Author: Martin Neisen
Publisher: John Wiley & Sons
Total Pages: 290
Release: 2023-07-05
Genre:
ISBN: 3527511644
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The revised banking package of CRD VI and CRR III contains a large number of new requirements, the implementation of which will pose major challenges for the banking industry. In addition to the adoption of the final Basel IV regulations, other topics such as crypto assets or the consideration of ESG in banking supervisory law will be addressed. The current proposals of the EU Commission for the implementation of the Basel reform proposals are presented in the edited volume by Martin Neisen and Stefan Röth. The aim is to give the reader a comprehensive but easily understandable overview of the proposals and to work out implementation challenges in a practical way. With the help of an international team of experts, the complexity of the topic is reduced and important assistance is offered. Compared to the second edition of the Basel IV book, the topics already implemented in the EU as part of the CRR II have been removed and a comprehensive presentation of all content of CRD VI and CRR III has been added.

From Basel I to Basel III: Sequencing Implementation in Developing Economies

From Basel I to Basel III: Sequencing Implementation in Developing Economies
Author: Caio Ferreira
Publisher: International Monetary Fund
Total Pages: 42
Release: 2019-06-14
Genre: Business & Economics
ISBN: 1498320309
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Developing economies can strengthen their financial systems by implementing the main elements of global regulatory reform. But to build an effective prudential framework, they may need to adapt international standards taking into account the sophistication and size of their financial institutions, the relevance of different financial operations in their market, the granularity of information available and the capacity of their supervisors. Under a proportionate application of the Basel standards, smaller institutions with less complex business models would be subject to a simpler regulatory framework that enhances the resilience of the financial sector without generating disproportionate compliance costs. This paper provides guidance on how non-Basel Committee member countries could incorporate banks’ capital and liquidity standards into their framework. It builds on the experience gained by the authors in the course of their work in providing technical assistance on—and assessing compliance with—international standards in banking supervision.