Liquidity coverage ratio (LCR)
Regulators have brought in Basel III liquidity measures ahead of peers but the industry is ready
Risk Awards 2015: French bank shared trade finance exposure with World Bank
More Liquidity coverage ratio (LCR) articles
Concerns raised about liquidity in stressed environments
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
Central bank to study need for counter-cyclical buffer in a developing economy
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 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...
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 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...
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.