The Road to Basel III – Quantitative Impact Study, the Basel III Framework and Implementation in the EU

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Anastasia Gromova-Schneider; Caroline Niziolek;
(2011)
  • Subject: Basel III, capital and liquidity
    • jel: jel:G21 | jel:G28

In response to the financial crisis, the Basel Committee on Banking Supervision (BCBS) in December 2009 published its first consultative proposals to review the Basel II regulatory framework. Following a consultation process and a quantitative impact study (QIS), on Dec... View more
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    4 For Group 1 and Group 2 banks, average LCR and NSFR values ranged between 83% and 97%. In respect of NSFRs only, Group 2 banks were below the EU average.

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