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A note on Basel III and liquidity created by Bernadine De Waal , Mark A. Petersen , Lungile N. P. Hlatshwayo and Janine Mukuddem-Petersen

By: Contributor(s): Material type: TextTextSeries: Applied economics letters ; Volume 20, number 9New York: Taylor and Francis, 2013Content type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISSN:
  • 13504851
Subject(s): LOC classification:
  • HB1.A666 APP
Online resources: Abstract: In this article, we obtain numerical results involving new Basel III liquidity regulation. More specifically, we compute the net stable funding ratio in accordance with the prescripts of the proposed banking rules. In this regard, we investigate the effects of shareholder cash flow rights on the aforementioned funding ratio and a non-Basel III liquidity coverage ratio for certain developing countries during the period 2005 Q1 to 2009 Q4. Our study finds that the funding ratio appears to have satisfied Basel III minimum liquidity standards during this period. Also, we conclude that more concentrated cash flow rights result in improved liquidity.
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Item type Current library Call number Vol info Copy number Status Notes Date due Barcode
Journal Article Journal Article Main Library - Special Collections HB1.A666 APP (Browse shelf(Opens below)) Vol. 20, no. 9 (pages 777-780) SP17975 Not for loan For In House Use Only

In this article, we obtain numerical results involving new Basel III liquidity regulation. More specifically, we compute the net stable funding ratio in accordance with the prescripts of the proposed banking rules. In this regard, we investigate the effects of shareholder cash flow rights on the aforementioned funding ratio and a non-Basel III liquidity coverage ratio for certain developing countries during the period 2005 Q1 to 2009 Q4. Our study finds that the funding ratio appears to have satisfied Basel III minimum liquidity standards during this period. Also, we conclude that more concentrated cash flow rights result in improved liquidity.

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