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A note on Basel III and liquidity

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  • Bernadine De Waal
  • Mark A. Petersen
  • Lungile N. P. Hlatshwayo
  • Janine Mukuddem-Petersen

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.

Suggested Citation

  • Bernadine De Waal & Mark A. Petersen & Lungile N. P. Hlatshwayo & Janine Mukuddem-Petersen, 2013. "A note on Basel III and liquidity," Applied Economics Letters, Taylor & Francis Journals, vol. 20(8), pages 777-780, May.
    • Handle: RePEc:taf:apeclt:v:20:y:2013:i:8:p:777-780
    DOI: 10.1080/13504851.2012.744130
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    Cited by:

    1. Petros Arvanitis & Konstantinos Drakos, 2015. "The Net Stable Funding Ratio of US Bank Holding Companies: A Retrospective Analysis," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(2), pages 1-9, June.
    2. Syed Moudud-Ul-Huq & Rabaka Akter & Tanmay Biswas, 2020. "Impact of Financial Crisis on Credit Risk: Pre- and Post-financial Crises 
in an Emerging Economy," FIIB Business Review, , vol. 9(2), pages 118-132, June.
    3. Xueru Chen & Xiaoji Hu & Shenglin Ben, 2021. "How do reputation, structure design and FinTech ecosystem affect the net cash inflow of P2P lending platforms? Evidence from China," Electronic Commerce Research, Springer, vol. 21(4), pages 1055-1082, December.
    4. Georgios Fatouros & Georgios Makridis & Dimitrios Kotios & John Soldatos & Michael Filippakis & Dimosthenis Kyriazis, 2023. "DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks," Digital Finance, Springer, vol. 5(1), pages 29-56, March.

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