Liquidity coverage ratio (lcr)
Banks want their liquidity reserves to be fenced off from their equity capital numbers, but a clash between regulation and accounting is making that tough. New IASB board member, Sue Lloyd, offers the...
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
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Liquidity coverage ratio (lcr) articles
New approach to liquidity risk intended to reduce the regulation's pro-cyclicality
New liquidity ratio could be undermined if EBA allows banks to estimate their own exposures
The Basel Committee decided earlier this year to include collateral outflows arising from changes in derivatives values in bank liquidity requirements. Their suggested approach, however, has worried some in the industry. By Michael Watt
Current regulatory approach makes further financial crises as "certain as the amen in the church"
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 Becker and Matt Cameron
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, helping them meet incoming liquidity ratios, but they’re...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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