The Quantitative Impact Study of Basel III

View this page in: Polski

The Quantitative Impact Study of Basel III requirements on the Polish banking system (PLQIS) was carried out by PwC Poland under the auspices of the Polish Banks Association (Związek Banków Polskich – ZBP) in the period from August to November 2011, based on consolidated data of banks as at 30.06.2011.

The purpose of the study was to assess in detail the impact of changes in regulatory requirements determined by the Basel Committee on Banking Supervision (the Basel Committee or BCBS) on banks operating in Poland, in respect of:

  • own funds (Tier 1 and Tier 2 capital) and capital adequacy ratios as well as two types of capital buffers;
  • Leverage Ratio;
  • new short-term and long-term liquidity standards in the form of Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).