Liquidity risk
Banks want derivatives collateral included in LCR
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Received collateral is currently counted towards the liquidity reserve at some large banks, but should not be included in the LCR, say sceptics, who argue the assets can't be relied upon
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The Basel Committee is considering several substantial changes to its liquidity coverage ratio, including scrapping the distinction between level 1 and level 2 assets. But will this help banks meet the...
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Stockman hired after Roseman dismissed for raising liquidity risk concerns, a congressional committee hears
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Asia learning from Europe’s mistakes, says Malaysia’s top central banker...
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Countries in Asia are learning lessons from Europe, where financial integration has led to costly implications, according to Malaysia’s Akhtar Aziz
Australian regulator releases Basel III liquidity proposals
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Australia's prudential regulator publishes discussion paper for liquidity reforms under Basel III. In addition, the Reserve Bank of Australia announces further details for its committed liquidity facility to address the liquidity shortage banks will face...
Risk USA: European banks need to change or suffer consequences
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European banks need to reduce mismatches between their risk appetite and the risk appetite of investors, says Deutsche Bank chief credit officer
Video: Banks can arbitrage central bank liquidity provision
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A conflict between new liquidity regulations under Basel III and existing central bank operations leaves a gap that banks may be able to exploit, warns financial stability expert
Australian banks still face liquidity challenges, FSB peer review finds...
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A Financial Stability Board peer review finds the Australian financial system remains strong but banks face Basel III liquidity and wholesale funding challenges
IMF modelling work on liquidity risk points to capital hike, says Jobst...
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Recent analysis by the International Monetary Fund indicates that banks in the US need to raise capital to cover systemic liquidity risk threats
Video: Industry experts clash over whether to publish liquidity ratios
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A Basel III conference panel disagree over whether banks should publish liquidity coverage ratio and net stable funding ratio estimates now, even though the final rules are not yet agreed
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