Reconsidering the LCR

The Basel Committee is considering several substantial changes to its liquidity coverage ratio, including scrapping the distinction between level 1 and level 2 assets. But will this help banks meet the requirement? By Michael Watt

Arno Kratky

Major changes are being considered to the liquidity coverage ratio (LCR), a cornerstone of the new Basel III regulations. Officially, the Basel Committee on Banking Supervision merely says it will make technical adjustments to address any issues that emerge during the observation period. Unofficially, members of a Basel working group say a number of options are already being discussed, including a new rating criterion for sovereign bonds and the scrapping of a distinction between so-called level

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