Tag Archives: Basel III rules

Gold & Basel III’s Trillion-Dollar Question, by Matthew Piepenberg

As banks shift their paper and physical gold positions after Basel III’s effective date, what will be the effect on the gold price? From Matthew Piepenberg at goldswitzerland.com:

June 28th has come and gone, which means the much-anticipated Basel III “macro prudential regulation” to make so-called “safe” banks “safer” has officially kicked off in the European Union (as it will on July 1 for U.S. banks and January 1, 2022 for UK banks).

The trillion-dollar question for gold investors is now obvious: What next?

The short answer is:  Gold will rise, but don’t expect a straight line or zero discomfort/volatility.

The longer answer, however, deserves a bit more context, unpacking and plain-speak; so, let’s roll up our sleeves and start from the beginning.

What is Basel III?

Basel III is essentially a long-delayed, controversial and internationally agreed-upon banking regulation which now, among other things, requires commercial banks to change their “net stable funding ratio” for gold held as a tier 1 asset on their balance sheet from 50% to 85% to make banks “stronger and more resilient in times of crisis.”

(Hidden premise: Are the BIS and its regulated banks worried about another “crisis”?)

Translated into non-banker English, for each asset a bank buys, they have to insure “stable funding” (as opposed to repo money, demand deposits or excess leverage) to buy/lever more stuff…

Translated even more simply, banks can’t use as much “maturity transformation” or “duration mismatches”—i.e., leverage and short-term money for long-term speculation (arbitrage)—to buy and sell precious metals, among other things.

Basel III, in essence, is requiring banks to engage in longer (rather than shorter-term) lending, and in a nutshell, this makes it far more expensive for banks to own “unallocated” gold, as most of the gold they owned in the past was just tier 3 paperlevered to the moon.

Getting back to more banker-speak, Basel III is an open move that requires banks to de-lever (slow down) their trade in paper gold.

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Banking faces seismic changes, by Alasdair Macleod

The major banks’ business is shifting to more lending to government and less to the private sector. From Alastair Macleod at goldmoney.com:

The role of commercial banks in the global economy is changing, with lending to governments and their agencies now more important than lending to goods and services industries. It is a trend which is due to continue.

The new Basel 3 regulations seem set to encourage this trend, despite retail depositors being accorded a stable funding status. Central bank digital currencies are anticipated to augment and perhaps replace non-financial business credit over the next five to ten years.

But the increasing financialisation of commercial banking brings the risk of tying its future firmly to a financial bubble. And with price inflation on the increase, it is only a matter of very little time before that bubble bursts.

This article looks at some of the implications for commercial banking of Basel 3, CBDCs and the changing economic role of commercial banks.

Introduction

The introduction of both Basel 3 banking regulations and central bank plans for digital currencies will affect commercial banks’ priorities and their role in the overall financial system. Basel 3, particularly with regard to the application of the net stable funding ratio (NSFR), will change banking priorities by imposing standardised risk factors across the industry, and central bank digital currencies (CBDCs) threaten to cut the banks out of their intermediary role between central banks and non-financial users of money and credit.

Few members of the public think positively about the banks and their cartel, so popular opinion is unlikely to shed many tears if CBDCs displace them. Ever since the goldsmiths in London began in the seventeenth century to take in deposits upon which they paid six percent, with the agreement that they were not trustees of the money but proprietors of it, banking has contravened the spirit of Roman law by taking in deposits and using them as they please, without depositors fully realising the arrangement. This breach of “natural” law was originally a ruling by the Roman juror, Ulpian (170—228 AD), later codified by the Emperor Justinian (527—565 AD).

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Basel III is Coming, and That’s Bullish for Gold, by Adrian Day

The theory is that by drastically curtailing “paper” gold markets, Basel III will increase demand for physical gold, and thus its price. From Adrian Day at internationalman.com:

Basel III for gold

The new Net Stable Funding Requirement (NSFR) rules under Basel III for gold come into force at the end of this month. They are barely mentioned in the mainstream financial media, yet they will have a major impact on gold, gold dealers, and banks, although much of the speculation on the motives for and the impact of the rules on the gold price is exaggerated, in my opinion.

What the rules require

The NSFR rules essentially state that assets must match liabilities: Available Stable Funding (ASF) divided by Required Stable Funding (RSF) must equal one or more. ASF relates to the bank’s funding on the liability side and includes bank equity, long-term funding, and customer deposits. RSF relates to the bank’s assets. However, the rules provide certain discounts for different types of assets and exclude some altogether. There are two related issues concerning gold: allocated versus unallocated bullion and paper contracts versus physical bullion.

Under the old rules, paper contracts and physical gold were valued identically at only 50% for reserve purposes. Basel III, however, moves gold from a Tier 3 asset to Tier 1, meaning that physical gold can be counted at 100% of value in calculating reserves. Unallocated physical bullion owed to customers, as well as paper contracts, have zero value for this purpose. This means that such unallocated bullion and paper contracts cannot be used as a source of bank funding. (Allocated gold, gold owned by specific customers held in custody, is not on the bank balance sheet.) Theoretically, this could cause banks to buy vast amounts of physical gold.

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Basel III and the New Role For Gold, by Tom Luongo

Why do the new Basel rules seek to eliminate the massive unallocated gold and silver markets? From Tom Luongo at tomluongo.me:

Last week both Martin Armstrong and Alistair MacLeod wrote about the changes to the Basel III rules and how they will greatly affect the physical and paper gold markets if implemented in their current form.

MacLeod’s article from last week is an excellent primer on the definitions and inner workings of the rules, the gold market and the changes to the rules.  The short redux is that the advantage to using unallocated accounts, savings accounts which are linked to gold by holding futures contracts, will end.

We’ve discussed parts of this in the past.  The process of creating fake supply to control the price of gold is on the line with these rule changes.

These rules are coming at the end of June for the European Banking System which will adopt the new Basel III rules. In short, the incentive to have exposure to gold as a pile of credit will go away if the banks can’t use any of that as part of their reserve calculations for their ASF – Available Stable Fundings.

Moreover, any physical gold they hold will be held at a 15% discount. Bottom line: these rules will make it impossible for the LBMA member banks to hold any exposure to unallocated pools of gold derviatives –futures and swaps — on their balance sheets.

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