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.
- 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.
- 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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