Creation and Regulation of Bank Liquidity

2019 ◽  
pp. 180-226 ◽  
Author(s):  
Christa H. S. Bouwman
Keyword(s):  
Risk Sharing ◽  
Capital Requirements ◽  
Empirical Literature ◽  
Shadow Banking ◽  
Basel Iii ◽  
Risk Averse ◽  
Funding Liquidity ◽  
Open Research ◽  
Core Function ◽  
Research Questions

Liquidity creation is a core function of banks and an important economic service to the economy. This chapter discusses two distinct notions of bank liquidity creation developed in the theoretical literature—funding liquidity creation and improved risk sharing for risk-averse depositors. It also examines the empirical literature on bank liquidity creation. The focus is on the economics of bank liquidity creation, both in the traditional relationship banking context and in the shadow-banking context. This chapter discusses related prudential regulation issues, pertaining mainly to capital requirements and liquidity requirements, as well. It provides a historical overview, starting in the early 1800s and ending with Basel III and the Dodd–Frank Act. It identifies open research questions regarding both capital requirements and liquidity requirements.

scholarly journals Users roles identification on online crowdsourced Q&A platforms and encyclopedias: a survey

2021 ◽  
Author(s):  
Akrati Saxena ◽  
Harita Reddy
Keyword(s):  
Network Analysis ◽  
Knowledge Sharing ◽  
Informal Learning ◽  
Social Roles ◽  
Online Discussion ◽  
State Of The Art ◽  
Temporal Analysis ◽  
The State ◽  
Open Research ◽  
Research Questions

AbstractOnline informal learning and knowledge-sharing platforms, such as Stack Exchange, Reddit, and Wikipedia have been a great source of learning. Millions of people access these websites to ask questions, answer the questions, view answers, or check facts. However, one interesting question that has always attracted the researchers is if all the users share equally on these portals, and if not then how the contribution varies across users, and how it is distributed? Do different users focus on different kinds of activities and play specific roles? In this work, we present a survey of users’ social roles that have been identified on online discussion and Q&A platforms including Usenet newsgroups, Reddit, Stack Exchange, and MOOC forums, as well as on crowdsourced encyclopedias, such as Wikipedia, and Baidu Baike, where users interact with each other through talk pages. We discuss the state of the art on capturing the variety of users roles through different methods including the construction of user network, analysis of content posted by users, temporal analysis of user activity, posting frequency, and so on. We also discuss the available datasets and APIs to collect the data from these platforms for further research. The survey is concluded with open research questions.

scholarly journals Credit Risk Management of Property Investments through Multi-Criteria Indicators

Risks ◽  
2021 ◽  
Vol 9 (6) ◽  
pp. 106
Author(s):  
Marco Locurcio ◽  
Francesco Tajani ◽  
Pierluigi Morano ◽  
Debora Anelli ◽  
Benedetto Manganelli
Keyword(s):  
Real Estate ◽  
Credit Risk ◽  
Risk Index ◽  
Capital Requirements ◽  
Basel Iii ◽  
Participatory Process ◽  
Regulatory Capital ◽  
The Real Estate ◽  
Financial Variables ◽  
Synthetic Index

The economic crisis of 2008 has highlighted the ineffectiveness of the banks in their disbursement of mortgages which caused the spread of Non-Performing Loans (NPLs) with underlying real estate. With the methods stated by the Basel III agreements, aimed at improving the capital requirements of banks and determining an adequate regulatory capital, the banks without the skills required have difficulties in applying the rigid weighting coefficients structures. The aim of the work is to identify a synthetic risk index through the participatory process, in order to support the restructuring debt operations to benefit smaller banks and small and medium-sized enterprises (SME), by analyzing the real estate credit risk. The proposed synthetic risk index aims at overcoming the complexity of Basel III methodologies through the implementation of three different multi-criteria techniques. In particular, the integration of objective financial variables with subjective expert judgments into a participatory process is not that common in the reference literature and brings its benefits for reaching more approved and shared results in the debt restructuring operations procedure. Moreover, the main findings derived by the application to a real case study have demonstrated how important it is for the credit manager to have an adequate synthetic index that could lead to the avoidance of risky scenarios where several modalities to repair the credit debt occur.

scholarly journals Lessons Learnt, Open Research Questions and Recommendations

2016 ◽  
pp. 279-292
Author(s):  
Christine Bismuth ◽  
Bernd Hansjürgens ◽  
Timothy Moss ◽  
Sebastian Hoechstetter ◽  
Klement Tockner ◽  
...  
Keyword(s):  
Open Research ◽  
Lessons Learnt ◽  
Research Questions

scholarly journals Effects of Basel III Framework on Capital Adequacy of Commercial Banks in Kenya

2016 ◽  
Vol 1 (1) ◽  
pp. 61
Author(s):  
Kevin Kombo ◽  
Dr. Amos Njuguna
Keyword(s):  
Risk Management ◽  
Credit Risk ◽  
Commercial Banks ◽  
Financial Stability ◽  
Safety Net ◽  
Capital Requirements ◽  
Capital Adequacy ◽  
Basel Iii ◽  
Credit Risk Management ◽  
Management Staff

Purpose:The purpose of the study was toassess the effects of Basel III framework on capital adequacy requirement in commercial banks in Kenya. The study sought to address the following research questions: why are capital adequacy regulations important in commercial banks in Kenya? What challenges are commercial banks facing in the implementation of capital adequacy requirement? What measures have commercial banks taken to ensure compliance with the capital adequacy requirement?Methodology:A descriptive survey design was applied to a population of 43 commercial banks operating in Kenya. The target population composed of the 159 management staff currently employed at the head offices of the various commercial banks in Kenya. The population was composed of Senior, Middle and Junior or Entry level Management staff. A sample of 30% was selected from within each group.Primary data was gathered using questionnaires which were dropped off at the bank’s head offices and picked up later when the respondents had filled the questionnaires. Descriptive analysis was used to analyze quantitative data while content analysis was used to analyze qualitative data.Results:The findings show that capital adequacy requirement is important in commercial banks because it leads financial stability in the Kenyan economy, improves credit risk management techniques as poor credit risk management requires more capital and leads to reduced vulnerability to liquidity shocks due to the sound capitalization policies being implemented under the Basel III framework. Findings also revealed that capital adequacy affected the balance sheet structure of the commercial banks in Kenya.Unique contribution to theory, practice and policy: The study recommends that banks should continue the pursuit of various strategies to ensure that they are in compliance with Basel III requirements and the Central Bank of Kenya’s Prudential Guidelines. The staff of this committee should be drawn from mainly the finance, legal, compliance and treasury departments. Compliance with the capital requirements will lead to a safety net for all commercial banks as the additional capital will act as a cushion that absorbs losses in case of distress in the commercial banking sector.

scholarly journals A comprehensive review of plus-minus ratings for evaluating individual players in team sports

2019 ◽  
Vol 18 (1) ◽  
pp. 1-23 ◽  
Author(s):  
Lars Magnus Hvattum
Keyword(s):  
Decision Making ◽  
Team Sports ◽  
Sports Analytics ◽  
Comprehensive Review ◽  
Sports Events ◽  
Open Research ◽  
New Directions ◽  
Individual Player ◽  
Research Questions ◽  
The Many

AbstractThe increasing availability of data from sports events has led to many new directions of research, and sports analytics can play a role in making better decisions both within a club and at the level of an individual player. The ability to objectively evaluate individual players in team sports is one aspect that may enable better decision making, but such evaluations are not straightforward to obtain. One class of ratings for individual players in team sports, known as plus-minus ratings, attempt to distribute credit for the performance of a team onto the players of that team. Such ratings have a long history, going back at least to the 1950s, but in recent years research on advanced versions of plus-minus ratings has increased noticeably. This paper presents a comprehensive review of contributions to plus-minus ratings in later years, pointing out some key developments and showing the richness of the mathematical models developed. One conclusion is that the literature on plus-minus ratings is quite fragmented, but that awareness of past contributions to the field should allow researchers to focus on some of the many open research questions related to the evaluation of individual players in team sports.

In Search of Stability: Bank Capital and Liquidity Requirements

2020 ◽  
pp. 52-70
Author(s):  
Scott James ◽  
Lucia Quaglia
Keyword(s):  
Banking Regulation ◽  
Capital Requirements ◽  
Political Support ◽  
Basel Iii ◽  
Bank Capital ◽  
Financial Industry ◽  
Domestic Constraints ◽  
The Uk ◽  
Institutional Architecture ◽  
Crd Iv

Following the financial crisis, UK preferences shifted decisively in favour of trading up bank capital and liquidity requirements. To reassure voters, elected officials intervened in the regulatory process by strengthening the domestic institutional architecture for banking regulation. Financial regulators leveraged this political support to overcome resistance from the financial industry, but also pushed for international/EU harmonization of capital requirements to avoid damaging the UK’s competitiveness. Internationally, UK regulators therefore acted as pace-setters and exerted significant influence over the design of the Basel III Accord. However, at the EU level, the UK was forced to act as a foot-dragger by prolonging negotiations over the Capital Requirements Directive IV (CRD IV) in an attempt to resist Franco-German efforts to water down the rules. But UK negotiators were more successful in leveraging domestic constraints to oppose the Commission’s attempt to impose the ‘maximum’ harmonization of bank capital.

U. S. Investment Banks in the Context of the Post-Crisis International Banking Regulation Reform

2020 ◽  
Vol 2020 (1) ◽  
pp. 21-40
Author(s):  
Eduard Dzhagityan ◽  
Anastasiya Podrugina ◽  
Sofya Streltsova
Keyword(s):  
Financial Stability ◽  
Banking Regulation ◽  
Capital Requirements ◽  
Capital Adequacy ◽  
Investment Banks ◽  
Basel Iii ◽  
International Banking ◽  
Minimum Capital ◽  
Negative Effect

The article looks into the reasons underlying the outspread of the full-scale mechanism of banking regulation over U. S. investment banks. We analyze the effect of the Basel III standards on stress-resilience of investment banks and examine the role of U. S. investment banks in ensuring financial stability. Based on regression analysis we found that minimum capital adequacy standards of Basel III do not have negative effect on ROE of the U. S. investment banks that are G-SIB category-designate; however, additional capital requirements (Higher Loss Absorbency (HLA) surcharge) that depend on G-SIB’s systemic significance according to their bucket as per Financial Stability Board classification do have significant and negative effect on ROE in the post crisis period. Besides, leverage requirements that also depend on G-SIB’s systemic significance have a statistically significant effect on ROE.

scholarly journals Assembly and Maintenance of Sarcomere Thin Filaments and Associated Diseases

2020 ◽  
Vol 21 (2) ◽  
pp. 542 ◽  
Author(s):  
Kendal Prill ◽  
John F. Dawson
Keyword(s):  
Thin Filament ◽  
Reverse Genetics ◽  
Medical Intervention ◽  
Model Organisms ◽  
Skeletal Muscle Function ◽  
Thin Filaments ◽  
Physiological Processes ◽  
Open Research ◽  
Research Questions ◽  
Sarcomere Assembly

Sarcomere assembly and maintenance are essential physiological processes required for cardiac and skeletal muscle function and organism mobility. Over decades of research, components of the sarcomere and factors involved in the formation and maintenance of this contractile unit have been identified. Although we have a general understanding of sarcomere assembly and maintenance, much less is known about the development of the thin filaments and associated factors within the sarcomere. In the last decade, advancements in medical intervention and genome sequencing have uncovered patients with novel mutations in sarcomere thin filaments. Pairing this sequencing with reverse genetics and the ability to generate patient avatars in model organisms has begun to deepen our understanding of sarcomere thin filament development. In this review, we provide a summary of recent findings regarding sarcomere assembly, maintenance, and disease with respect to thin filaments, building on the previous knowledge in the field. We highlight debated and unknown areas within these processes to clearly define open research questions.

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