Possible weaknesses of the solvency ratios of the Basel Accords

J. VICENTE, FRUET-CARDOZO and JOSE RAMON, MILLAN DE LA LASTRA and JUAN ANTONIO, CANAS MADUENO (2015) Possible weaknesses of the solvency ratios of the Basel Accords. In: Third International Conference on Advances in Management, Economics and Social Science - MES 2015, 10-11 December, 2015, Rome, Italy.

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Abstract

A strong, sturdy and stable banking system is a basic condition for how the engine of the economy of a country works, and thus to support sustainable economic growth. In theory, the Basel Accords I, II and III aim to achieve these characteristics of strength, endurance and stability for the financial system. However, in the light of the financial crisis of the past 20 years, there are doubts about the effectiveness that the Basel agreements had to support banks during financial storms over the years of its implementation.

Item Type: Conference or Workshop Item (Paper)
Uncontrolled Keywords: — Stress test; Basel Accords; Solvency, leverage and assets financed by equity ratios; Spanish banks; Capital level 1; Risk weighted assets (RWA); Capital increase
Depositing User: Mr. John Steve
Date Deposited: 05 Apr 2019 12:14
Last Modified: 05 Apr 2019 12:14
URI: http://publications.theired.org/id/eprint/1224

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