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1

BASEL III: HOW HAVE CZECH BANKS REACHED HIGHER CAPITAL RATIOS?

100%
Matejašák M.
Ekonomický časopis (Journal of Economics)
|
2015
|
vol. 63
|
issue 5
486 – 503
EN
According to the Czech National Bank, the average capital adequacy of Czech banks increased from 14.1% in 2009 to 17.1% in 2013. For the sample of 17 Czech banks we aim to identify the strategies that Czech banks adopted in order to increase their capital ratios. Our analysis shows that as with the large multi-national banks from advanced economies, retained earnings have played a major role in increasing the average capital ratio of Czech banks. In addition, the Czech banks have decreased their risk to strengthen the overall ratio. The results of our analysis are useful mainly from a regulatory point of view as currently the countercyclical buffer is set to its minimum of 0% of risk-weighted assets and the Czech National Bank may increase the buffer up to 2.5% in the medium or long-term.
2

EU BANKS’ PROFITABILITY AND RISK ADJUSTMENT DECISIONS UNDER BASEL III

86%
Šútorová B., Teplý P.
Ekonomický časopis (Journal of Economics)
|
2014
|
vol. 62
|
issue 7
667 – 691
EN
This paper uses quantitative modelling methods to assess the potential impact of the new capital requirements defined in Basel III and Capital Requirements Directive IV (CRD IV) on European banks. In our analysis we explore the impact of the higher capital requirements on the level of profitability of European banks. More specifically, we try to pinpoint which of the variables will have the most significance. Based on the results of our analysis which employs a simultaneous equations model on 594 banks operating in the European Union in the 2006 – 2011 periods, we conclude that higher capital requirements under the CRD IV proposal would cause a decrease in banks’ profitability accompanied by a drop in their risk taking. Additionally, we show that a higher level of capital held by banks would cause them to decrease their risky assets held relative to total assets.
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