Phasing-in Basel III capital and liquidity requirements in post-revolution Egypt.

Optimizing Basel III Liquidity Coverage Ratios

Basel Committee on Banking Supervision An assessment of the long-term economic impact of stronger capital and liquidity requirements

An assessment of the long-term economic impact of the new regulatory framework

Strengthening Bank Management of Liquidity Risk: The Basel III Liquidity Standards

The global financial crisis highlighted the importance of ensuring that the financial system has adequate liquidity to withstand adverse circumstances. The funding pressures that began in 2007 underlined the acute deficiencies in the liquidity-risk-management practices of some banks, and the severity of the ensuing crisis required massive public sector support to stem the liquidity spiral and m...

Basel II : Capital Requirements for Equity Investment Portfolios

The Basel Accords represent landmark financial agreements for the regulation of commercial banks. The main purpose of the accords was to strengthen the soundness and stability of the international banking system by providing a minimum standard for capital requirements. In 2004, the Basel Committee proposed new guidelines, which have become known as Basel II. We give a short overview of the Base...

Capital requirements, the option surface, market, credit and liquidity risk

The Sato process model for option prices is expanded to accomodate credit considerations by incorporating a single jump to default occuring at an independent random time with a Weibull distribution. Explicit formulas, in this context, for the bid and ask prices of two price economies that price residual risks to levels of risk acceptability are then derived. Liquidity considerations are thereby...