Central banks could consider direct interventions in critical markets
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More Liquidity risk articles
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
Dealers access JGB pools for collateral upgrade trades – with Australian and Singapore dollar deals on the horizon
No regulatory focus on emerging Japan liquidity swaps market
Asian regulators' partial recognition of Level 2B assets justifies revised Basel liquidity approach
Loss of capital fungibility creates systemic risk, according to BAML compliance head
New liquidity ratio could be undermined if EBA allows banks to estimate their own exposures
A careful balance
China central bank "blind" to potential capital market reaction in its attempts to clamp down on the shadow banking sector
The Federal Reserve is planning a radical departure from traditional supervision by requiring the local offshoots of foreign banks to meet US capital and liquidity rules. Overseas banks are furious ...
Banks and industry groups have been joined by an unlikely ally in their protests about the accounting treatment of assets held in liquidity buffers – the European Banking Authority. By Lukas Becke...
New regulation on both sides of the Atlantic threatens to make money-market funds less attractive for corporate treasurers. Banks are hoping this cash will flood into fixed-term deposits instead, he...
The post-crisis years have been punctuated by calls for big banks to be broken up. Nothing quite that dramatic is happening, but ring-fencing proposals in Europe – and a de facto fence around fore...
Bankers say some local markets may be forced to deviate from the NSFR standard – that’s if the Basel Committee decides to go ahead with it at all
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.