Komparace přístupů Basel II a Basel III

The diploma thesis analyses the weaknesses of the Basel II and compares them with their corrections in the subsequent banking regulation. The thesis is focused on the regulation of the market risk, counterparty credit risk, leverage ratio and liquidity. The first chapter briefly describes implementation of the regulatory rules until the Basel 2.5 was enacted. The main part of the thesis focuses on selected areas, each of them in a separate chapter. Each of these chapters is then divided into sub-problem areas, that describe the weaknesses of the Basel II regulatory framework and the corrections in the subsequent banking regulation. The chapters are followed by a section describing discussion of the professional public and the BCBS about incentive to corrections and the unresolved issues of the Basel III of each of the main parts of the thesis. The new standards are more restrictive than the previous banking regulation in both quantitative and qualitative terms. The Basel III introduces leverage ratio, improves minimum liquidity standards, both short-term and long-term, and significantly improves the coverage of the risks, particularly of those related to the activities in the capital market (trading book, securitization, counterparty credit risk for OTC derivatives and repurchase agreements).