Proceedings of the International Session on Factors of Regional Extensive Development (FRED 2019)

Transformation of Banking Risks in Terms of New Basel Rules

Authors
Daria Dinetc, Konstantin Babenko
Corresponding Author
Daria Dinetc
Available Online January 2020.
DOI
10.2991/fred-19.2020.42How to use a DOI?
Keywords
bank capital, bank risks, gold, currency, index investment funds, liquidity
Abstract

The article describes changes in international banking supervision rules and the impact of changes in the gold status in banking assets on the structure of banking risks. The assignment of a zero-risk level to gold and any other assets can increase the demand for precious metal and decrease a level of the bank capital. The article analyzes the dynamics of capital adequacy ratios and compares them with the dynamics of demand for gold coins and bullion. The recent trends in the gold markets are described. It was revealed that after the ratification of the Basel rules, the demand for gold decreased, and the metal left the assets of these funds. It was concluded that at the system level, the prevalence of gold-backed ETFs in the bank assets can increase liquidity risks

Copyright
© 2020, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the International Session on Factors of Regional Extensive Development (FRED 2019)
Series
Advances in Economics, Business and Management Research
Publication Date
January 2020
ISBN
978-94-6252-882-6
ISSN
2352-5428
DOI
10.2991/fred-19.2020.42How to use a DOI?
Copyright
© 2020, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Daria Dinetc
AU  - Konstantin Babenko
PY  - 2020/01
DA  - 2020/01
TI  - Transformation of Banking Risks in Terms of New Basel Rules
BT  - Proceedings of the International Session on Factors of Regional Extensive Development (FRED 2019)
PB  - Atlantis Press
SP  - 204
EP  - 208
SN  - 2352-5428
UR  - https://doi.org/10.2991/fred-19.2020.42
DO  - 10.2991/fred-19.2020.42
ID  - Dinetc2020/01
ER  -