Companies face more liquidity risk as Basel III prompts banks to reject excess cash
Seven firms say deposit business is being complicated by LCR and leverage rules
More Deposits articles
First public consultation expected this month in long-running project
The authors of this paper address the shortcomings of a major assumption in the Basel accords regarding interest-risk exposure and propose two models to incorporate optionality features that are oft...
Charge was felt to be "too difficult to capture" without complex rules
First consultation paper on banking book interest rate exposure is expected in March
Regulators could cap the maturity banks assume for large chunks of their deposit base
HMT bill could destroy UK structured deposits market
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...
A chance to catch up
The impact of an increasingly competitive landscape for retail deposits in Australia will felt in pricing, not liquidity – with the growing appeal of other asset classes a more significant threat ...
China insurers now allowed to invest in hybrid, convertible bonds and infrastructure asset and real estate
Attempts to match assets and liabilities on a country-by-country basis could be threatened if Greece exits eurozone, lenders fear
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.