Search Results
Working Paper
Potential competitive effects on U.S. bank credit card lending from the proposed bifurcated application of Basel II
This paper analyzes the potential competitive effects of the proposed bifurcated application of Basel II capital regulations in the United States on bank credit card lending activities. For this purpose, the authors consider the Basel II regulations as stated in the June 2004 Basel Committee Framework Agreement. ; Also issued as Payment Cards Center Discussion Paper No. 05-21 ; Superseded by Working Paper 07-09
Journal Article
Assessing supervisory scenarios for interest rate risk
A new proposal by the Basel Committee on Banking Supervision for setting the amount of capital banks must hold against potential losses from interest rate risk uses only a few, very stylized scenarios. Analysis shows the proposed scenarios are extremely unlikely to occur. While they may be appropriate for setting bank capital guidelines, they are much less relevant for everyday risk management. Instead, using a modeling framework with a plausible range of interest rate scenarios would be more relevant to help banks manage their interest rate risk.
Report
BASEL III: long-term impact on economic performance and fluctuations
We assess the long-term economic impact of the new regulatory standards (the Basel III reform), answering the following questions: 1) What is the impact of the reform on long-term economic performance? 2) What is the impact of the reform on economic fluctuations? 3) What is the impact of the adoption of countercyclical capital buffers on economic fluctuations? The main results are the following: 1) Each percentage point increase in the capital ratio causes a median 0.09 percent decline in the level of steady-state output, relative to the baseline. The impact of the new liquidity regulation is ...
Journal Article
Basel II will trickle down to community bankers, consumers
The new banking accord could make survival for some regional and community banks more difficult. On the other hand, consumers could see lower mortgage rates.
Speech
More lessons from the crisis
Remarks at the Center for Economic Policy Studies (CEPS) Symposium, Princeton, New Jersey.
Conference Paper
Basel II competitive implications
Journal Article
Basel II: public input sought on risk-based capital
Speech
Remarks on early intervention and resolution
Transatlantic Corporate Governance Dialogue, Brussels, Belgium.
Conference Paper
Basel II implementation in the United States