THE IMPACT OF BASEL III ADOPTION BY G20 MEMBERS ON THEIR CREDIT RATINGS

Mohammed Kalloub (), Ayhan Kapusuzoglu () and Nildag Ceylan
Additional contact information
Ayhan Kapusuzoglu: Ankara Yildirim Beyazit University, Turkey

Eurasian Journal of Economics and Finance, 2018, vol. 6, issue 1, 47-55

Abstract: This study aims to analyze the effect of Basel III standards adoption made by 27 countries included in Basel III adoption reports (including G20 group members) on their credit rating. In addition, the study tests the impact of some macroeconomic variables on sovereign credit rating. The data are obtained from BCBS semi-annual adoption reports, along with other macroeconomic indicators published by IMF and World Bank; however, the basic indicator for credit rating is Standard &Poor’s credit rating. The period under the study is between 2011 and 2016. The results of the analysis show that there is a strong statistical significant positive effect of Basel III standards on 27 countries’ credit rating.

Keywords: Basel III; Credit rating; Liquidity Coverage Ratio (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://eurasianpublications.com/wp-content/uploads/2021/02/EJEF-6.1.5.pdf (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ejn:ejefjr:v:6:y:2018:i:1:p:47-55

Access Statistics for this article

Eurasian Journal of Economics and Finance is currently edited by Xuan Vinh Vo

More articles in Eurasian Journal of Economics and Finance from Eurasian Publications
Bibliographic data for series maintained by Esra Barakli ().