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Category Archives: Basel II and III

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Basel III – Capital Adequacy – US implementation

The Federal Reserve published revised capital adequacy rules and regulations in July 2013 that follow the Basel III revisions to capital adequacy rules. In particular there are revised minimum capital & leverage ratios, a capital conservation buffer and more stringent criteria for instruments eligible for

Basel III - changes in capital ratio

BASEL III Updates – November 2014

Basel III Updates – November 2014 In preparation for Basel III and the requirements for banks  to hold higher (and better quality) minimum amounts of tier-1 capital, various responses/ reactions to the regulatory regime changes are being witnessed in different countries. Here is a quick

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Basel III – Liquidity Framework – Metrics for monitoring liquidity risk

Besides the two supervisory standards proposed in the Basel III liquidity reforms, the liquidity framework also presents 5 metrics that would be used by banks to monitor their liquidity position on a consistent basis. National supervisory authorities have the discretion of suggesting additional measures that

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Basel III – Liquidity Framework- Net Stable Funding Ratio (NSFR)

Basel III – NSFR In our previous posts we had addressed the Liquidity Coverage Ratio, the short term resilience liquidity standard to be introduced with the Basel III reforms. In this post we discuss the long term supervisory measure for assessing liquidity risk, the Net