The liquidity lifeline


On the priority list of risk managers and regulators, liquidity has long been cast as the poor relation to capital. Under the Basel framework, supervisors have expended a great deal of effort ensuring banks hold adequate capital to manage credit and market risks, while adopting a more laissez-faire approach to the way they actually fund their activities. But the financial crisis demonstrated the worrying extent to which banks had come to rely on short-term, unstable sources of funding to acquire

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here