Impending Effects of Basel III in the BRICS Economies
MetadataShow full item record
This thesis addresses the concerns whether the universal rules of Basel III would be able to protect banks and ensure macroeconomic benefits in the BRICS economies. The empirical evidence shows that the Basel III regulation is effective in increasing the resilience of banks. The regulation increases GDP albeit with some macroeconomic costs. However, the net benefits are positive. Thus, it seems worthwhile to adopt and implement the Basel III regulation in the BRICS economies.
Showing items related by title, author, creator and subject.
The impact of Basel Risk based capital requirement (accord I) on Bank performance in the Context of a Small Service-Based island EconomyRamessur, S.; Polodoo, Viren (2015)This paper tests the effect of the Basel Risk Based Capital Requirements (Basel Accord 1) on Mauritian banks’ behaviour, using a sample of 9 commercial banks. In the absence of any simultaneity between change in capital ...
Da Veiga, Bernardo; Chan, Felix; McAleer, Michael (2012)The internal models amendment to the Basel Accord allows banks to use internal models to forecast Value-at-risk (VaR) thresholds, which are used to calculate the required capital that banks must hold in reserve as a ...
It pays to Violate: Model Choice and Critical Value Assumption for Forecasting Value-at-Risk ThresholdsDa Veiga, Bernardo; Chan, Felix; McAleer, M. (2005)The internals models amendment to the Basel Accord allows banks to use internal models to forecast Value-at-Risk (VaR) thresholds which are used to calculate the required capital banks must hold in reserves as a protection ...