Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/97696
Authors: 
Noack, Tim
Cremers, Heinz
Mala, Julia
Year of Publication: 
2014
Series/Report no.: 
Working Paper Series, Frankfurt School of Finance & Management 212
Abstract (Translated): 
The Basel III framework represents the response to the regulation deficits of the financial cri-sis and the immense losses of many banks in years 2007/2008. The aim of the framework is to increase the level of capital in financial institutions and to improve the loss absorption and risk coverage of capital. With its' implementation in the European Union in form of a Regulation, which came into force in January 2014, the framework will cause massive capital short-falls, forcing banks to rethink their capital structure and improve their capital management. Furthermore the Basel III implementation will have noticeable effects on banks' profitability, their costs of capital as well as their business models. This Working Paper presents the measures of the new regulatory framework and discusses potential impacts on the overall bank management.
Subjects: 
Basel III
CRR
own funds
Leverage Ratio
Liquidity Coverage Ratio
Net Stable Funding Ratio
Monitoring Tools
CVA Charge
Central Counterparty
Counterparty Credit Risk
basel committee on banking supervision
EPE models
capital requirements
capital conservation buffer
additional capital buffers
additional capital buffers for G-SIFIS
transitional arrangement
consequences on solvability
consequences on liquidity
consequences Leverage Ratio
JEL: 
G00
G01
G18
G28
G29
F33
Document Type: 
Working Paper

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