Liquidity coverage ratio (lcr)
New rules mirror US tweaks but leave question mark over pending settlements
Concerns raised about liquidity in stressed environments
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Liquidity coverage ratio (lcr) articles
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...
Bafin liquidity expert tells conference that national concerns and industry pressure caused LCR rewrite
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
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.