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Autor
Konovalova Natalia (RISEBA University, Latvia)
Tytuł
Basel III Requirements to Banks' Capital and Liquidity
Źródło
Forum Scientiae Oeconomia, 2016, vol. 4, no. 2, s. 27-36, tab., wykr., bibliogr. 18 poz.
Tytuł własny numeru
Economic and Social Problems of Contemporary Management
Słowa kluczowe
Banki, Adekwatność kapitałowa, Wskaźniki płynności finansowej
Banks, Capital adequacy, Liquidity ratios
Uwagi
summ.
Abstrakt
Bank capital adequacy and liquidity are always topical problem in the international banking system because Basel Committee constantly updates requirements for capital adequacy assessment and liquidity management to commercial banks. The present research focuses on the analysis of bank capital and bank liquidity. Therefore the goal of the paper is determination of bank capital adequacy level and assessment of financial strength of capital in Latvian commercial banks, as well as evaluation of liquidity position according to Basel III requirements. Research methods include: empirical analysis, comparative method, classification and generalization methods, cumulative analysis, as well as evaluation of capital adequacy and liquidity through quantitative change ratios. The main results and position of Latvian commercial banks according to Basel III include the following findings:
- weak banks will be driven out of the financial market,
- there will be a shift of demand from short term to long term financing,
- the risk of bankruptcy of banks will decrease,
- toughening of requirements to the capital and liquidity will lead to the reduction of crediting and recession of bank activity. (original abstract)
Pełny tekst
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Bibliografia
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  1. Allen, W.A., (2013), International liquidity and the financial crisis, New York: Cambridge University Press.
  2. Basel III: A global regulatory framework for more resilient banks and banking systems (2010), Switzerland: Basel Commitee on Banking Supervision.
  3. Basel III: The net stable funding ratio (2014), Basel Committee on Banking Supervision, available at: http://www.bis.org/publ/bcbs271.pdf (accessed 10 January 2015).
  4. Bertham, M. (2011), Corporate cash balanced and the bottom line. paradigm shift to dynamic discounting, London.
  5. Chacko, G., Evans, C.L., Gunawan, H., Sjoman, A.L. (2011), The global economic system: how liquidity shocks affect financial institutions and lead to economic crisis, New Jersey: FT Press.
  6. Chorafas, D.N. (2004), Economic capital allocation with Basel II: cost, benefit and implementation orocedures, Oxford: Elsevier Butterworth - Heinemann.
  7. Financial and capital market commission, annually report for period 2001-2014, available at: http://www.fktk.lv/en/statistics/credit-institutions/quarterly-reports/4348-2014-05-10-banking-activities-in-1st-quarter-of-2014.html, (accessed 20 February 2015).
  8. Greuning, H., Brajovic-Bratanovic, S. (2009), Analyzing banking risk: a framework for assessing corporate governance and risk management, Washington: World Bank.
  9. International convergence of capital measurement and capital standards: a revised framework (2004), Switzerland: Basel Committee on Banking Supervision.
  10. Kochubey, T., Kowalczyk, D. (2014), The relationship between capital, liquidity and risk in commercial banks, Materials of 20th Dubrovnik Economic Conference Organized by the Croatian National Bank.
  11. Konovalova, N., Zarembo, J. (2015), Imbalanced liquidity risk management: evidence from Latvian and Lithuanian commercial banks, Copernican Journal of Finance and Accounting 4 (1): 109-130.
  12. Results of the comprehensive quantitative impact study (2010), Switzerland: Basel Commitee on Banking Supervision.
  13. Rose, P.S. (2002), Commercial bank management. producing and selling financial services, Texas A & M University, McGraw-Hill Higher Education.
  14. Saksonova, S. (2006), Bank activity, Riga: Latvian Association of Commercial Banks counseling and training center.
  15. Schooner, H.M., Taylor, M. (2009), Regulation of global banking: principles and policies, Chicago: Academic Press.
  16. Schinasi, G. (2011), Financial-stability challenges in European emerging-market countries, Policy Research Working Paper 5773, The World Bank Europe and Central Asia region: 4-57.
  17. Priciples for sound liquidity risk management and supervision (2008), Basel Committee on Banking Supervision, available at: http://www.bis.org/publ/bcbs144.pdf, (accessed 10 January 2014).
  18. Ruozi, R., Ferrari, P. (2012), Liquidity risk management in banks: economic and regulatory issues, available at: https://books.google.lv/books/id/ WOtzMRctCJgC&printsec/frontcover&dq/liquidity/inbanks&hl/lv&sa/X&ei, (accessed 15 July 2015).
Cytowane przez
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ISSN
2300-5947
Język
eng
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