Basel III: A global regulatory framework for more resilient banks and banking systems¶
Basel Committee on Banking Supervision. (2011). Basel III: A global regulatory framework for more resilient banks and banking systems: A global regulatory framework for more resilient banks and banking systems — revised version June 2011.
Cited by¶
3 citations across 3 artifacts.
Each citation links to the sentence it supports in the citing article.
Primes¶
- Reserve
- Finance: Capital reserves and liquidity buffers absorbing losses and redemption shocks; regulatory capital requirements (Basel III) institutionalize reserves as protection against tail-risk losses, as the Basel Committee on Banking Supervision (2011) sets out in the post-crisis "global regulatory framework for more resilient banks."
This sourceBank for International Settlements. https://www.bis.org/publ/bcbs189.pdf. Codifies post-crisis minimum capital and conservation-buffer requirements (raising common-equity Tier 1 to 4.5% plus a 2.5% conservation buffer) as institutionalized reserves held against tail-risk losses.
Supported in partVerified against the work's full text
The page confirms Basel III couples capital-adequacy and liquidity standards and that the LCR improves banks' ability to absorb shocks, but gives no 4.5% CET1 or 2.5% conservation-buffer figure and no tail-risk wording.
“The LCR is an essential component of the Basel III reforms, which are global regulatory standards on bank capital adequacy and liquidity endorsed by the G20 Leaders.”
- Finance: Capital reserves and liquidity buffers absorbing losses and redemption shocks; regulatory capital requirements (Basel III) institutionalize reserves as protection against tail-risk losses, as the Basel Committee on Banking Supervision (2011) sets out in the post-crisis "global regulatory framework for more resilient banks."
- Swiss Cheese Model (Layered Defense with Aligning Holes)
- Industrial-process safety's bow-tie thinking transferred to financial prudential regulation as a stack of capital buffers, liquidity buffers, stress tests, and resolution regimes.
This sourceStacked prudential buffers — capital conservation and countercyclical buffers, liquidity (LCR/NSFR) buffers, stress tests, and resolution/TLAC regimes — as layered defenses against bank failure.
Supported in partVerified against the work's full text
The source states Basel III includes capital adequacy and liquidity standards and a 30-day liquidity stress scenario, but does not mention bow-tie thinking, capital buffers, stress tests, or resolution regimes.
“The LCR is an essential component of the Basel III reforms, which are global regulatory standards on bank capital adequacy and liquidity endorsed by the G20 Leaders. The LCR promotes the short-term resilience of a bank's liquidity risk profile. It does this by ensuring that a bank has an adequate stock of unencumbered high-quality liquid assets (HQLA) that can be converted into cash easily and immediately in private …”
- Industrial-process safety's bow-tie thinking transferred to financial prudential regulation as a stack of capital buffers, liquidity buffers, stress tests, and resolution regimes.
Mechanisms¶
- Risk Capital Buffer
- The guarding disciplines are a simple leverage-ratio backstop that ignores risk weights, quality-of-capital rules, and supervisory stress testing that looks past the reported number.
This sourceSets a non-risk-based leverage backstop, strengthened capital-quality rules, and comprehensive stress testing alongside reported ratios.
- The guarding disciplines are a simple leverage-ratio backstop that ignores risk weights, quality-of-capital rules, and supervisory stress testing that looks past the reported number.
Verification¶
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Links previously used in the corpus¶
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