Capital adequacy

Alternate Term Label:
Capital requirement
Regulatory capital
NARROWER TERMS
Working paper

The Value of Bank Capital Buffers in Maintaining Financial System Resilience

The Australian Financial System Inquiry (FSI) has identified ways to improve the efficiency and resilience of the Australian banking system. In particular, bank capital levels are expected to be unquestionably strong. However, limited empirical guidance on the size of such buffers exists. We analyse the...
Working paper

Ratings-based capital adequacy for securitizations

This paper develops a framework to measure the exposure to systematic risk for pools of asset securitizations and measures empirically whether current ratings- based rules for regulatory capital of securitizations under Basel II and Basel III re ect this exposure. The analysis is based on...