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Orientador(es)
Resumo(s)
Financial market regulation has been crucial since the first Basel Accord in 1988. However, current methods for assessing global systemically important banks (G-SIBs) require improvement to provide a more precise evaluation of systemic risk. The Basel Committee on Banking Supervision (BCBS) assesses G-SIBs based on size, interconnectivity, substitutability, complexity, and transnationality. This study proposes an enhanced evaluation approach using multicriteria decision aid (MCDA) tools. By applying the PSI-WISP method to the 2022 BCBS dataset, we compare the rankings generated by our model with those of the committee. Our results indicate significant differences in classifications, suggesting that PSI-WISP can offer a more accurate and detailed assessment of systemic risk. The findings have practical implications for regulators and policymakers, as they provide an alternative methodology that enhances transparency and robustness in G-SIB rankings, ultimately contributing to a more resilient global financial system.
Descrição
Palavras-chave
Multicriteria decision aid Banking regulation Basel III
Contexto Educativo
Citação
Editora
Springer
Licença CC
Sem licença CC