Bank treasurers warn on ‘racy’ EU liquidity rules

European stance on covered bonds and ABSs seen as risky

Nationwide: group treasurer wary of EU liquidity rules

Banks may be allowed to rely too heavily on assets that are not completely liquid, bank treasurers warned yesterday, if Europe's version of the liquidity coverage ratio (LCR) relaxes limits set by the Basel Committee on Banking Supervision.

The LCR requires banks to hold a stock of high-quality liquid assets (HQLA) that can be sold quickly to bring in cash. Europe's version of the rules, due to be published imminently, is expected to contain more generous allocation limits than the baseline

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] 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

If you already have an account, please sign in here.

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: