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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.

Implications Of Basel III For Capital, Liquidity, Profitability, And Solvency Of Global Systematically Important Banks