scholarly journals I requisiti degli strumenti di capitale primario di classe 1 Appunti per uno studio del capitale delle banche

2019 ◽  
Author(s):  
Vito Bevivino
Keyword(s):  
Capital Requirement ◽  
Tier 1 ◽  
Single Rulebook

L'esigenza di stabilità del sistema finanziario ed economico scaturita all'esito della più rilevante delle recenti crisi finanziarie ha costituito la premessa della regolazione del capitale bancario elaborata dal Comitato di Basilea. Nel volgere di poco tempo, per rispondere a esigenze analoghe, il legislatore europeo ha rinnovato profondamente la regolazione bancaria europea con il risultato di dar vita al Single Rulebook. Una parte rilevante di questo strumento di armonizzazione è affidata al Regolamento 575/2013 in materia di requisiti prudenziali (Capital Requirement Regulation, inde CRR). Il CRR individua i requisiti di capitalizzazione delle banche determinando le regole per la formazione del capitale bancario e i rapporti di equilibrio tra i vari elementi del finanziamento bancario in base alla rischiosità delle attività. Il capitale primario di classe 1 (common equity tier 1, CET1) è una delle componenti fondamentali del capitale bancario. Lo studio espone gli elementi strutturali del capitale bancario e i requisiti che gli strumenti di capitale devono possedere per poter essere classificati come CET1. Inoltre, lo scritto evidenzia quei profili in cui la disciplina prudenziale si sovrappone a quella societaria e annota quei temi su cui si potrebbero soffermare ulteriori analisi del rapporto tra le discipline.  

Estimating the Basel III Capital Requirement for Indian Banks

2018 ◽  
Vol 64 (3) ◽  
pp. 253-277
Author(s):  
Vighneswara Swamy
Keyword(s):  
Commercial Banks ◽  
Study Groups ◽  
Basel Iii ◽  
Capital Requirement ◽  
Tier 2 ◽  
Public Sector Banks ◽  
Total Capital ◽  
Private Banks ◽  
Tier 1 ◽  
Indian Banks

Abstract The study estimates the Basel-III capital requirement for Indian banks employing the methodology incorporating the reported tier-1, tier-2 capital, total capital and risk-weighted assets (RWAs) sourced from the Basel disclosures made by the banks on their websites. In order to understand the strategy and the response of different bank groups based on their ownership styles, this study, groups the banks into scheduled commercial banks, public sector banks group, and private banks and considers the data for the period 2002 – 2011. The results suggest that with an assumed growth of RWAs at 10%, banks in India would require additional minimum tier-1 capital of INR 2.51 trillion. With an assumed RWAs growth at 12% and 15%, the requirement would be in the order of INR 3.36 trillion and INR 4.74 trillion respectively. JEL classifications: E44, E61, G2, G21, G28 Keywords: Basel III, capital and liquidity, commercial banks, capital, countercyclical capital buffers, financial (in)stability

Part I The Elements of Bank Financial Supervision, 6 Total Loss-Absorbing Capacity

2018 ◽  
Author(s):  
Gleeson Simon
Keyword(s):  
Regulatory Authority ◽  
Total Loss ◽  
Financial Supervision ◽  
Capital Requirement ◽  
Tier 2 ◽  
Tier 1 ◽  
Significant Point

Post-crisis banks are subject to two overlapping authorities: regulatory authority and resolution authority. Both are concerned with the survival of the bank in a crisis, and both have the power to instruct a bank as to how it should structure itself to address that possibility. Total Loss Absorbing Capital (TLAC) is the most significant point of overlap between these two authorities. Viewed from the perspective of a resolution authority, TLAC is simply a name for that proportion of the liabilities of a bank which can be converted into capital in a resolution. However, viewed from the perspective of a prudential supervisor, the TLAC requirement can be viewed as a capital requirement capable of being met with a wider range of instruments than those which qualify as Tier 1 or Tier 2. This chapter discusses TLAC requirements, composition of TLAC, treatment of TLAC holdings by other banks, and the EU's approach to TLAC.

Optimal Timing for Launching Installation of Tier 2 and 3 Systems of School-Wide Positive Behavioral Interventions and Supports

2021 ◽  
pp. 109830072199608
Author(s):  
Angus Kittelman ◽  
Sterett H. Mercer ◽  
Kent McIntosh ◽  
Robert Hoselton
Keyword(s):  
Longitudinal Study ◽  
Behavioral Interventions ◽  
Structural Equation ◽  
Equation Modeling ◽  
Optimal Timing ◽  
First Year ◽  
Tier 2 ◽  
Positive Behavioral Interventions ◽  
Tier 1 ◽  
Tier 3

The purpose of this longitudinal study was to examine patterns in implementation of Tier 2 and 3 school-wide positive behavioral interventions and supports (SWPBIS) systems to identify timings of installation that led to higher implementation of advanced tiers. Extant data from 776 schools in 27 states reporting on the first 3 years of Tier 2 implementation and 359 schools in 23 states reporting on the first year of Tier 3 implementation were analyzed. Using structural equation modeling, we found that higher Tier 1 implementation predicted subsequent Tier 2 and Tier 3 implementation. In addition, waiting 2 or 3 years after initial Tier 1 implementation to launch Tier 2 systems predicted higher initial Tier 2 implementation (compared with implementing the next year). Finally, we found that launching Tier 3 systems after Tier 2 systems, compared with launching both tiers simultaneously, predicted higher Tier 2 implementation in the second and third year, so long as Tier 3 systems were launched within 3 years of Tier 2 systems. These findings provide empirical guidance for when to launch Tier 2 and 3 systems; however, we emphasize that delays in launching advanced systems should not equate to delays in more intensive supports for students.

Assessing the Development of Operator Trust in Automation: A Longitudinal Study of an Autonomous Campus Shuttle

2020 ◽  
Vol 64 (1) ◽  
pp. 1421-1425
Author(s):  
Margaret Fowler ◽  
Farzan Sasangohar ◽  
Bob Brydia
Keyword(s):  
Longitudinal Study ◽  
Significant Relationship ◽  
Autonomous Vehicle ◽  
Student Population ◽  
Tier 1 ◽  
Trust In Automation ◽  
Operational Issues ◽  
The Relationship ◽  
Over Time

A large public tier-1 university hosted an autonomous vehicle on campus for a 12-week demonstration. Throughout the deployment, the vehicle was operated autonomously and used 5 safety operators from the student population to take over shuttle operations, as necessary. Daily and weekly surveys as well as pre-and post-study interviews were used to investigate how operators’ trust developed and changed over time as well as the relationship between trust and operational issues that varied in severity. Results revealed that there was not a significant relationship between trust and severity of operational issues. Trust levels appeared to remain relatively consistent before, during and after the deployment.

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