Prudential Regulation (1): Minimum Capital Requirements, Capital Buffers, and Related Ratios

Christos V. Gortsos ()
Additional contact information
Christos V. Gortsos: National and Kapodistrian University of Athens

Chapter Chapter 3 in The European Banking Regulation Handbook, Volume II, 2025, pp 115-221 from Springer

Abstract: Abstract Chapter 3, on “Prudential Regulation (1): Minimum Capital Requirements, Capital Buffers, and Related Ratios”, is comparatively longer one. This is due to the fact that the related total number of the Articles in the Capital Requirements Regulation (CRR), as in force since 2025, is—by far—much longer than the total number of the Articles in all other legislative acts of EU banking law taken together. It deals with the (catalytic) impact of the related international financial standards of the Basel Committee on Banking Supervision (BCBS) (Basel III regulatory framework); the regulatory capital (own funds); the capital (own funds) requirements (per risk); the rules governing large exposures; those on capital buffers (mainly contained in the CRD IV and in Article 5 SSMR on the related specific task of the ECB), as well as the various micro- and macroprudential capital requirements and their calculation (including the leverage ratio).

Keywords: Basel III regulatory framework; CRR; Own funds; CET1 capital; AT1 capital; Tier 2 capital; Trading book; Trading desk; Capital requirements; Credit risk; Credit risk mitigation (CRM); Market risk; Operational risk; CVA risk; Settlement and delivery risk; Large exposures; Buffers; Capital conservation buffer; CCyB; G-SII buffer; O-SII buffer; Systemic risk buffer (SyRB); ECB specific task; Leverage ratio; Total risk exposure amount (TREA) (search for similar items in EconPapers)
Date: 2025
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprchp:978-3-031-90940-5_3

Ordering information: This item can be ordered from
http://www.springer.com/9783031909405

DOI: 10.1007/978-3-031-90940-5_3

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().