Net Stable Funding Ratio (Nsfr)
Sequencing of the reforms is wrong, Société Générale's chief European economist tells conference
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Net Stable Funding Ratio (Nsfr) articles
Basel Committee's proposed new reports on daily liquidity needs would involve "thousands upon thousands" of data points, according to critics
Intelligent thinking for risk systems
The Basel III Accord has been framed purely to fix the failures in the US and European banking system and is placing an unfair burden on Asian financial institutions, according to speakers at Asean ...
On the scrapheap
Over three-quarters of poll respondents believe new resolution plans will hurt market for bank bonds - at a time when issuance needs to increase
The funding squeeze
Supervisors should embrace new form of securitisation to encourage bank lending, argues Ernst & Young’s Patricia Jackson
Strong balance sheets mean Asian banks are well placed to meet Basel III increased capital requirements but the disparate state of the regional regulatory framework means the technological challenge...
A central bank liquidity facility is a possible solution to the shortage of liquid assets, says a Banking Association South Africa speaker at Risk and Return 2012 in Cape Town
ANZ issues first Australian covered bond following government reforms; covered bonds seen as part of the solution to address liquidity shortage under Basel III
Australia's prudential regulator publishes discussion paper for liquidity reforms under Basel III. In addition, the Reserve Bank of Australia announces further details for its committed liquidity fa...
Keeping the lid on
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.