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Analysis Of Banking Risks In The Context Of The Basel Agreements

Author

Listed:
  • Constantin ANGHELACHE

    (Bucharest University of Economic Studies / „Artifex” University of Bucharest)

  • Marian SFETCU

    („Artifex” University of Bucharest)

  • Gyorgy BODO

    (Bucharest University of Economic Studies)

Abstract

In this article, the authors briefly outlined the evolution of the regulatory framework provided by the standards developed by the Basel Committee. These regulations / norms were created and approved by the Basel Committee for Banking Supervision (BCSB), which was set up in 1974 and operates within the Bank of International Settlements (BIS). These institutions are based in Switzerland, Basel, from which derives the generic name of its regulations. BCSB’s goal is to synthesize the experience gained in banking, to understand the key factors governing this activity, and to spread good practice rules to reduce the risks associated with financial-banking activities and improve the efficiency of banking supervision. The Committee provides a common and coherent framework in which banking supervision elements are analyzed and addressed and, through the exchange of information, approaches and publications, expresses its view on the promotion of banking supervision standards, which are ultimately part of a common vision, the purpose of preventing significant crises or, at least, limiting their effects.

Suggested Citation

  • Constantin ANGHELACHE & Marian SFETCU & Gyorgy BODO, 2017. "Analysis Of Banking Risks In The Context Of The Basel Agreements," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(12), pages 83-89, December.
    • Handle: RePEc:rsr:supplm:v:65:y:2017:i:12:p:83-89
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    References listed on IDEAS

    as
    1. Blum, Jürg M., 2008. "Why 'Basel II' may need a leverage ratio restriction," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1699-1707, August.
    2. Constantin ANGHELACHE & Madalina-Gabriela ANGHEL & Gyorgy BODO, 2017. "Theoretical Aspects Of The Role Of Information In The Process Of Decisions/Risks Modeling," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 102-111, June.
    3. Adrian Blundell-Wignall & Paul Atkinson, 2010. "Thinking beyond Basel III: Necessary Solutions for Capital and Liquidity," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2010(1), pages 9-33.
    4. Gordy, Michael B. & Howells, Bradley, 2006. "Procyclicality in Basel II: Can we treat the disease without killing the patient?," Journal of Financial Intermediation, Elsevier, vol. 15(3), pages 395-417, July.
    5. Constantin ANGHELACHE & Radu Titus MARINESCU & Aurelian DIACONU & Daniel DUMITRESCU, 2016. "Banking Risk evaluation Model based on BASEL Committee," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(5), pages 110-115, May.
    6. Constantin Anghelache & Bodo Gyorgy, 2016. "Theoretical aspects regarding systemic risk and managerial decisions during the crisis," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(12), pages 110-116, December.
    7. Kevin Young, 2012. "Transnational regulatory capture? An empirical examination of the transnational lobbying of the Basel Committee on Banking Supervision," Review of International Political Economy, Taylor & Francis Journals, vol. 19(4), pages 663-688.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Constantin ANGHELACHE & Dana Luiza GRIGORESCU & Ștefan Gabriel DUMBRAVĂ, 2020. "The main theoretical aspects regarding the capital adequacy models," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(624), A), pages 261-270, Autumn.
    2. Izabella Krajnik & Monika Fosztó & Antonia Izabella Kelemen, 2019. "Accounting Aspects of Banking Risk Management," Manager Journal, Faculty of Business and Administration, University of Bucharest, vol. 29(1), pages 53-60, December.

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    More about this item

    Keywords

    Basel Committee; bank regulations; stress test; loans; bank risks;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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