Net stable funding ratio (nsfr)
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, helping...
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 Net stable funding ratio (nsfr) articles
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 foreign banks in the US – are nudging the industry towards...
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
The relaxation of the LCR partially addresses the liquidity concerns of Asian banks over Basel III, but as the region moves towards the central clearing of over-the-counter derivatives concerns over the availability of the right sort of instruments remain...
India central bank views repo as an increasingly important market in the wake of Basel III implementation
High capital levels and a prohibition on more exotic forms of funding should leave Islamic banks well placed under Basel III. But a lack of high quality sharia-compliant instruments leaves the sector facing issues over liquidity requirements
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
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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