Risk-oriented approach to determining bank’s capital size according to requirements of basel committee on banking supervision

Ikonomicheski Izsledvania, 2019, January, 28(1), p.56-71, https://www.iki.bas.bg/Journals/EconomicStudies/2019/2019-1/4_A.Liubchych_f-f.pdf

16 Pages Posted: 11 Feb 2022

See all articles by Serhii Hlibko

Serhii Hlibko

Scientific and Research Institute of Providing Legal Framework for the Innovative Development of National Academy of Law Sciences of Ukraine

Nataliya Vnukova

Simon Kuznets Kharkiv National University of Economics

Daria Hontar

Simon Kuznets Kharkiv National University of Economics

Hanna Anisimova

Scientific and Research Institute of Providing Legal Framework for the Innovative Development of National Academy of Law Sciences of Ukraine

Anna Liubchych

Scientific and Research Institute of Providing Legal Framework for the Innovative Development of National Academy of Law Sciences of Ukraine

Date Written: December 3, 2018

Abstract

The article establishes that it is necessary to introduce capital requirements for the Basel Committee on Banking Supervision to improve the regulation of banking activities. The conducted experiment on calculation of the bank's capital for operational risk with different methods showed non-profitability of the results, which requires further improvement of the processes of changes in the banking regulation system based on the Basel regulations. According to the calculations, there is a certain difference between the amounts of necessary reserves for bank’s operational risk. At the same time, using different methods of calculation, we can see various trends over the last three years.
https://www.ceeol.com/search/article-detail?id=752937
https://www.iki.bas.bg/Journals/EconomicStudies/2019/2019-1/4_A.Liubchych_f-f.pdf

Keywords: banking activities, bank's capital, banking regulation

JEL Classification: C10; G32; G21; F65; K29

Suggested Citation

Hlibko, Serhii and Vnukova, Nataliya and Hontar, Daria and Anisimova, Hanna and Liubchych, Anna, Risk-oriented approach to determining bank’s capital size according to requirements of basel committee on banking supervision (December 3, 2018). Ikonomicheski Izsledvania, 2019, January, 28(1), p.56-71, https://www.iki.bas.bg/Journals/EconomicStudies/2019/2019-1/4_A.Liubchych_f-f.pdf, Available at SSRN: https://ssrn.com/abstract=3968378

Serhii Hlibko (Contact Author)

Scientific and Research Institute of Providing Legal Framework for the Innovative Development of National Academy of Law Sciences of Ukraine ( email )

street Chernyshevskaya, 80
Kharkiv, 61002
Ukraine
+38 (057) 700-06-64 (Phone)

HOME PAGE: http://https://ndipzir.org.ua/

Nataliya Vnukova

Simon Kuznets Kharkiv National University of Economics ( email )

9-A Nauky Avenue
Kharkiv, 61166
Ukraine

Daria Hontar

Simon Kuznets Kharkiv National University of Economics ( email )

9-A Nauky Avenue
Kharkiv, 61166
Ukraine

Hanna Anisimova

Scientific and Research Institute of Providing Legal Framework for the Innovative Development of National Academy of Law Sciences of Ukraine

street Chernyshevskaya, 80
Kharkiv, 61002
Ukraine

Anna Liubchych

Scientific and Research Institute of Providing Legal Framework for the Innovative Development of National Academy of Law Sciences of Ukraine

street Chernyshevskaya, 80
Kharkiv, 61002
Ukraine

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