Basic Requirements Of The Basel Committee On Regulating Capital Adequacy And Liquidity Of Commercial Banks
Abstract
The current paper highlights theBaselI, Basel II & Basel III requirements on capital adequacy and liquidity of commercial banks. In the paper, Basel II structure, methods of loan risk assessment, coefficients of loan risk assessment, credit risk measurement for counterparty banks are discussed. Moreover, assessments of Basel III on bank chances against crisis driven from financial and economic crunches, risk management, performance quality and bank transparency improvement measures are presented. At the end, the author gives his conclusions on the essence and necessity of new regulatory standards of the Basel Committee on bank’s supervision in the structure of the supervision of credit institutions.
References
The Basel Committee on Banking Supervision. International Convergence of Capital Measurement and Capital Standards: Revised Framework. June 2004.
Request for Comment: Methodology For Determining Banking Industry Country Risk Assessments May 13, 2010.
Methodology For Analyzing Funding And Liquidity Positions Of Bank-Licensed Investment Companies, July 2, 2010.
Methodology For Mapping Short- And Long-Term Issuer Credit Ratings For Banks, May 4, 2010.
Copyright information
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License (Creative Commons Attribution License 3.0 - CC BY 3.0) that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).
info@cbuni.cz, www.cbuni.cz, ojs.journals.cz
