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Basel III Capital Accord Implementation: Impacts and Implications on Banking System Stability

thesis
posted on 18.10.2019 by ALEX KAE LUN LEE
The 2010 Basel III Capital Accord aims to strengthen banks’ capital adequacy. The Basel Committee on Banking Supervision proposed refined definitions of the three capital tiers, increased the minimum risk-weighted capital requirements, and introduced a capital conservation buffer and a counter-cyclical buffer. These proposals aim to raise the banks’ higher-quality capital and improve the banks’ ability to withstand financial shocks. This study explores the impacts of Basel III’s implementation by assessing: (1) change in bank lending, (2) change in bank solvency from banks’ risk-taking, and (3) change in the banks’ resilience to adverse stress scenarios from higher capital requirements.

History

Campus location

Malaysia

Principal supervisor

Jothee Sinnakkannu

Additional supervisor 1

Sockalingam R. Ramasamy

Year of Award

2019

Department, School or Centre

School of Business and Economics (Monash University Malaysia)

Course

Doctor of Philosophy

Degree Type

DOCTORATE

Exports