Liquidity risk
Sovereign debt crisis undermines LCR, critics say
Bankers at Eurofi conference in Wroclaw, Poland call for a wider range of assets to be eligible for Basel III's liquidity coverage ratio
Derivatives clearing houses should be able to rely on central bank liquidity support, says Eurex exec at SFOA annual conference
Corporates have huge cash reserves, and banks are on the hunt for stable sources of funding. That combination has been a shot in the arm for the sleepy corporate deposit market, and a chance for treasurers...
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More Liquidity risk articles
Regulators wary of new corporate deposits that sit outside Basel III...
Basel III arms race begins with product that uses a rolling, embedded option to keep deposits outside bounds of new liquidity ratio
Risk waterfall at CME, Ice makes porting harder, dealers say
The need to provide portability could pressure CCPs to lean more heavily on initial margin than default funds to absorb losses
Ignoring the perils of portability
The new liquidity rules agreed last year by the Basel Committee on Banking Supervision use the word ‘contingent’ 24 times – and not in a light-hearted way. The document mentions contingent liquidity events, contingent outflows, contingent liabilities,...
Capital One: banking on banking
Peter Schnall, chief risk officer of Capital One, talks to Mark Pengelly about the bank's acquisition of ING Direct in the US and the importance of retail funding
EC's CRD IV says dealers can ignore portability risks
While Basel Committee deliberates, EC proposes 'value of zero' for contingent risks associated with clearing portability
Banks call for equity to be counted in LCR
Some banks want equity holdings to count towards the new liquidity coverage ratio. Regulators argue price volatility makes them unsuitable assets for inclusion, but dealers think there are ways to counter those fears. Michael Watt reports
Equity should be included in LCR – Risk.net poll
Equity should be included in Basel III liquidity coverage ratio, say respondents
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