Yan, Meilan; Hall, Maximilian J.B.; Turner, Paul - In: International Review of Financial Analysis 25 (2012) C, pp. 73-82
This paper provides a long-term cost–benefit analysis for the United Kingdom of the Basel III capital and liquidity … requirements proposed by the Basel Committee on Banking Supervision (BCBS, 2010a). We provide evidence that the Basel III reforms … equity capital ratio is 10% of risk-weighted assets, which is larger than the Basel III target of 7%. We also estimate the …