Net stable funding ratio (NSFR)
Basel Committee ignores calls to protect market in new funding rules
Reverse repo treatment in draft NSFR cuts ratio from 113% to 98%
Banks will "revisit their presence" due to liquidity and leverage charges
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Net stable funding ratio (NSFR) articles
"It's quite clear there is a US camp and a European camp," capital head tells conference
South African central bank wants softer treatment for wholesale funds in NSFR
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
New approach to liquidity risk intended to reduce the regulation's pro-cyclicality
Current regulatory approach makes further financial crises as "certain as the amen in the church"
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...
The post-crisis years have been punctuated by calls for big banks to be broken up. Nothing quite that dramatic is happening, but ring-fencing proposals in Europe – and a de facto fence around fore...
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
India central bank views repo as an increasingly important market in the wake of Basel III implementation
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.