Implications Of Basel III For Capital, Liquidity, Profitability, And Solvency Of Global Systematically Important Banks
Bibliographic record
Abstract
The objective of this paper is to study the profitability and solvency implications of the proposed Basel III capital and liquidity requirements in the global banking context. The intent is to improve our understanding on how the Basel III capital and liquidity requirements impact upon the functioning of global systematically important banks (GSIBs), and how this knowledge could prove to be useful in answering questions of policy relevance like financial stability in economics. A longer-term perspective is taken in order to link capital and liquidity requirements with the notion of systemic risk within the evolution of the international financial and monetary system. Of special interest is the interaction between macroeconomic policy - including monetary, exchange rate and combined micro-macro-prudential policy within the setting of present-day Basel III regulatory and supervisory reforms. More specifically, the paper addresses two related issues: first, it studies and presents several financial indicators that GSIBs disclose; second, it examines how these same indicators could be related to GSIBs profitability and solvency.
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How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.004 | 0.001 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".