Net stable funding ratio (NSFR)
“We do not have a liquidity issue”
Systemic risk committee at the Bank of England calls for power to use tools - such as liquidity and leverage ratios, and margin standards - to influence systemic risk
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
Basel III arms race begins with product that uses a rolling, embedded option to keep deposits outside bounds of new liquidity ratio
Behind Basel III
Autorité de Contrôle Prudentiel secretary-general Danièle Nouy says looser language in the CRD IV draft won't ultimately mean weak rules in Europe
Experts say fencing off retail deposits would leave investment banks struggling to meet key Basel III liquidity ratio
Industry group fears European Union legislative process will set LCR and NSFR flaws in stone
Changes to the detail of Basel III will make timely implementation a challenge, say attendees at Risk Europe
The Basel Committee's Stefan Walter says door is open to changing LCR and NSFR - but it's not open wide
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.