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Basel III liquidity regulation and its implications / Mark A. Petersen and Janine Mukuddem-Petersen.

By: Contributor(s): Material type: TextTextSeries: 2014 digital library | Economics collectionPublisher: New York, New York (222 East 46th Street, New York, NY 10017) : Business Expert Press, 2014Edition: First editionDescription: 1 online resource (xvi, 168 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781606498736
Subject(s): Genre/Form: Additional physical formats: Print version:: No titleDDC classification:
  • 332.10681 23
LOC classification:
  • HG1656.A3 P473 2014
Online resources:
Contents:
1. An overview of the Basel capital accords -- 2. Introduction to Basel III liquidity regulation -- 3. Basel III liquidity regulation and bank failure -- 4. Basel III liquidity creation and bank capital -- 5. Basel III liquidity regulation and the economy -- Notes -- References -- Index.
Abstract: Liquidity involves the degree to which an asset can be bought or sold in the market without affecting its price. The 2007 to 2009 financial crisis was characterized by a decrease in liquidity and necessitated the introduction of Basel III capital and liquidity regulation in 2010. In this book, we apply such regulation on a broad cross-section of countries in order to understand and demonstrate the implications of Basel III.This book summarizes the defining features of the Basel I, II, and III Accords and their perceived shortcomings as well as the role of the Basel Committee on Banking Supervision (BCBS) in promulgating international banking regulation. In addition, we compare the accords in terms of their ability to determine the capital adequacy of banks and assign risk-weights to assets.
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Item type Current library Call number Status Date due Barcode Item holds
Ebrary Online Books Ebrary Online Books Colombo Available CBEBK20001629
Ebrary Online Books Ebrary Online Books Jaffna Available JFEBK20001629
Ebrary Online Books Ebrary Online Books Kandy Available KDEBK20001629
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Enhanced descriptions from Syndetics:

Liquidity involves the degree to which an asset can bebought or sold in the market without affecting its price.The 2007 to 2009 financial crisis was characterized by a decreasein liquidity and necessitated the introduction of BaselIII capital and liquidity regulation in 2010. Inside, you'lllearn how such regulations are applied on a broad crosssectionof countries in order to understand and demonstratethe implications of Basel III.This book summarizes the defining features of the BaselI, II, and III Accords and their perceived shortcomings, aswell as the role of the Basel Committee on Banking Supervision(BCBS) in promulgating international bankingregulation.Basel III quantifies liquidity risk by using the measuresliquidity coverage ratio (LCR) and net stable fundingratio (NSFR). This book discusses approximationtechniques that may be used to estimate these liquiditymeasures. Inside, the authors highlight the connectionsbetween liquidity creation and bank capital and provideyou with the details of an investigation of the risks liquiditycreation generates for banks. In addition, we considerthe impact of the implementation of Basel III liquidityregulation on macroeconomic variables such as GDP, investment,inflation, consumption, income, savings, andemployment.

Part of: 2014 digital library.

Includes bibliographical references (pages 159-164) and index.

1. An overview of the Basel capital accords -- 2. Introduction to Basel III liquidity regulation -- 3. Basel III liquidity regulation and bank failure -- 4. Basel III liquidity creation and bank capital -- 5. Basel III liquidity regulation and the economy -- Notes -- References -- Index.

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Liquidity involves the degree to which an asset can be bought or sold in the market without affecting its price. The 2007 to 2009 financial crisis was characterized by a decrease in liquidity and necessitated the introduction of Basel III capital and liquidity regulation in 2010. In this book, we apply such regulation on a broad cross-section of countries in order to understand and demonstrate the implications of Basel III.This book summarizes the defining features of the Basel I, II, and III Accords and their perceived shortcomings as well as the role of the Basel Committee on Banking Supervision (BCBS) in promulgating international banking regulation. In addition, we compare the accords in terms of their ability to determine the capital adequacy of banks and assign risk-weights to assets.

Title from PDF title page (viewed on May 25, 2014).

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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