Net stable funding ratio (NSFR)
The Basel Committee has published rules on the capitalisation of bank CCP exposures and global Sifis in recent months. It will now monitor how the rules are implemented, and tweak calibrations where...
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...
More Net stable funding ratio (NSFR) articles
Keeping the lid on
“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
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
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.