Hopes grow for liquidity risk recalibration

The Basel Committee on Banking Supervision last December proposed a variety of liquidity measures for banks globally. Participants have claimed these rules are overly conservative and fail to differentiate between the business models of commercial and investment banks. It seems a growing band of regulators agree. By John Ferry


Liquidity may not be the most controversial element of the Basel Committee on Banking Supervision’s new rules on regulatory capital. That mark of distinction goes jointly to the proposed requirements on credit value adjustment, quality of Tier I capital and the leverage ratio (Risk May 2010, pages 21–23). Still, the measures on liquidity were felt to be sufficiently contentious to warrant 47 comments on this topic alone during the recent consultation period, which ended on April 16. In total

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