Michael Giesinger

Barclays

Director

London EC3P 3AH

United Kingdom

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Can Basel III Work? Examining the New Capital Stability Rules by the Basel Committee: A Theoretical and Empirical Study of Capital Buffers

Number of pages: 32 Posted: 21 Feb 2010
Peter Miu, Bogie Ozdemir and Michael Giesinger
McMaster University - DeGroote School of Business, Standard & Poor's and Barclays
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Abstract:

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Basel II, Basel III, Pillar I, Pillar II, Capital Buffers, Internal Capital Adequacy Assessment Process (ICAAP), Capital Adequacy, Risk Appetite, Procyclicality, Risk Capital, Available Capital, Conditional and Unconditional Value-at-Risk (VaR), Tier 1 Capital Adequacy Ratio