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Survey on the interaction of regulatory instruments: results and analysis

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  • Bank for International Settlements

Abstract

This report aims to summarise and analyse the results of the second-wave of the survey conducted by the Basel Committee's Research Task Force on the role of multiple regulatory constraints in the Basel III framework. The results of the first wave (reporting date 30 June 2016) were published in February 2017 and invited additional survey questions as well as more in-depth interpretations of banks' answers. Some aggregate results are broken down by bank groups and geography. To provide additional insights (and check data quality), banks' answers from this survey are merged to banks' information on the other topics collected through the Basel III monitoring exercise. We find that there is a great degree of consistency across topics and, also, between the two survey waves.

Suggested Citation

  • Bank for International Settlements, 2018. "Survey on the interaction of regulatory instruments: results and analysis," BCBS Working Papers 33, Bank for International Settlements.
    • Handle: RePEc:bis:bisbcw:33
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    References listed on IDEAS

    as
    1. Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola, 2020. "Bank capital allocation under multiple constraints," Journal of Financial Intermediation, Elsevier, vol. 44(C).
    2. Rafael Repullo & Javier Suarez, 2013. "The Procyclical Effects of Bank Capital Regulation," The Review of Financial Studies, Society for Financial Studies, vol. 26(2), pages 452-490.
    3. Schuermann, Til, 2014. "Stress testing banks," International Journal of Forecasting, Elsevier, vol. 30(3), pages 717-728.
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