Analýza dopadu Basel III na banky

Abstract

This work is dfocused on International regulatory framework for banks, shortly called as Basel accords or just Basel, especially on the analysis of impatct of new Basel III on banks. Basel offers the concept of conventions and standards developed for identifying and securing possession of adequate levels of capital and the maintenance of good market discipline of commercial banks. Basel is therefore generally relates to capital adequacy formed in proportion to the risks to which the Bank is exposed. An important prerequisite for the determination of appropriate capital requirements is important to maintain the stability of the banking sector, which is then reflected positively on the state of the overall economy, is the fact that the funds held by the appropriate ratio to financially expressed risks of commercial banks is able to absorb or mitigate adverse impacts in the event of realization of the risk situations. Another field of interest of this work is determining the Basel rules to ensure liquidity, leverage ratio (the leverage ratio), as well as ensuring the credibility of the banking sector as determine the general framework for national banking regulators. Therefore, the first part devoted to an introduction to the general issue of banking regulation, which directly follows the concept of the Basel, which is elaborated in the next chapter by developments such as the Basel edited and revised over time. The practical part focuses on exploring the minimum capital requirement to hold minimum capital to credit risk. This type of capital requirement because it is the most important in the final volume of the total minimum capital requirement forms the largest part and is therefore the most significant benefits of the capital adequacy ratio of commercial banks Basel. The aim is to assess the impact of changes in minimum capital requirement against credit risk for banks, which will be analyzed in practical calculation of minimum capital requirement against credit risk on two representative government bond portfolios and loans to private entities.