The macroprudential regulatory framework of Basel III imposes the same capital and liquidity requirements on all banks around the world to ensure global competitiveness of banks. Using an agent-based model of the financial system, we find that this is not a robust framework to achieve...

The study has been conducted at a time where according to national discussions, despite the lessons from the financial crisis and a dented consumer confidence in the financial sector, unfair practices of the financial industry as well as the sale of inadequate products like payment protection...

The three main pillars of the new regulatory framework for banks are: capital, leverage and liquidity requirements. The assessment of the CRD IV measures shows that there is a sound chance of increasing stability of the banking sector resulting in net benefits for the overall economy....

The macroprudential regulatory framework of Basel III imposes the same capital and liquidity requirements on all banks around the world to ensure global competitiveness of banks. Using an agent-based model of the financial system, we find that this is not a robust framework to achieve...

Current initiatives to regulate bank's trading activities are aimed at sealing off the banking system from the instability of financial markets, revealed during the recent financial crisis. The main findings of bank balance sheet analysis for 5 000 European Union banks for 2000-2013 are: (1)...

Current initiatives to regulate bank's trading activities are aimed at sealing off the banking system from the instability of financial markets, revealed during the recent financial crisis. The main findings of bank balance sheet analysis for 5 000 European Union banks for 2000-2013 are: (1)...

Die Finanzkrise von 2007-2008 hat die Mängel der Finanzsystemregulierung weltweit offengelegt. Der vom Basler Ausschuss für Bankenaufsicht erarbeitete Regulierungsansatz Basel II hat sich als mangelhaft erwiesen. Unter Zuhilfenahme eines agentenbasierten Simulationsmodells, welches die...