Basel III Liquidity Regulation and Its Implications

Index

ADF results. See Augmented dickey fuller (ADF) results

Advanced Internal Ratings-Based (AIRB) approach, 9, 10

AIRB approach. See Advanced Internal Ratings-Based approach

ASF. See Available stable funding

Augmented dickey fuller (ADF) results, 87

Available stable funding (ASF), 25, 37

Balance sheet (BS), 4, 19–21, 34, 75

Bank balance sheet, 129

Bank capital, 29–30

Bank failure

basel III liquidity regulation and, 34–38

class I and II banks, 36–37

data, 36–38

data computations, 37–38

data restrictions, 37

policy implications for, basel III liquidity regulation, 58–59

implications, 64

Bank for International Settlements (BIS), 2, 25, 38

Bank Lending Tightening (BLT), 147

Basel capital accords

background, 1–4

Basel Committee on Banking Supervision ...