Bank Capital Adequacy in Australia /

The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital quality and the progress in their funding profiles since the global financial cris...

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Автор: Sheridan, Niamh
Інші автори: Jang, B.
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2012.
Серія:IMF Working Papers; Working Paper ; No. 2012/025
Онлайн доступ:Full text available on IMF
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245 1 0 |a Bank Capital Adequacy in Australia /  |c Niamh Sheridan, B. Jang. 
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520 3 |a The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital quality and the progress in their funding profiles since the global financial crisis, the Australian banks are making good progress toward meeting the Basel III requirements, including the new liquidity standards. Stress tests calibrated on the Irish crisis experience show that the banks could withstand sizable shocks to their exposure to residential mortgages. However, combining residential mortgage shocks with corporate losses expected at the peak of the global financial crisis would put more pressure on Australian banks' capital. Therefore, it would be useful to consider the merits of higher capital requirements for systemically important domestic banks. 
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700 1 |a Jang, B. 
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