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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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Washington, D.C
International Monetary Fund
2012
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Schriftenreihe: | IMF Working Papers
Working Paper No. 12/25 |
Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
Zusammenfassung: | 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 |
Beschreibung: | 1 Online-Ressource (20 p) |
ISBN: | 1463932529 9781463932527 |
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illustrated | Not Illustrated |
index_date | 2024-07-03T20:13:16Z |
indexdate | 2024-07-10T09:35:23Z |
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publisher | International Monetary Fund |
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spelling | Sheridan, Niamh Verfasser aut Bank Capital Adequacy in Australia Sheridan, Niamh Washington, D.C International Monetary Fund 2012 1 Online-Ressource (20 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 12/25 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 Online-Ausg Jang, B. Sonstige oth http://elibrary.imf.org/view/IMF001/12580-9781463932527/12580-9781463932527/12580-9781463932527.xml Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Sheridan, Niamh Bank Capital Adequacy in Australia |
title | Bank Capital Adequacy in Australia |
title_auth | Bank Capital Adequacy in Australia |
title_exact_search | Bank Capital Adequacy in Australia |
title_exact_search_txtP | Bank Capital Adequacy in Australia |
title_full | Bank Capital Adequacy in Australia Sheridan, Niamh |
title_fullStr | Bank Capital Adequacy in Australia Sheridan, Niamh |
title_full_unstemmed | Bank Capital Adequacy in Australia Sheridan, Niamh |
title_short | Bank Capital Adequacy in Australia |
title_sort | bank capital adequacy in australia |
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