IMF modelling work on liquidity risk points to capital hike, says Jobst

A new measure to detect systemic risk developed by the International Monetary Fund (IMF) indicates that the largest US banks should increase capital against liquidity risk, according to Andy Jobst, one of the authors of an IMF report on systemic risk, published in April.

Speaking at Risk's Basel III conference in London in late September, Jobst – now chief economist at the Bermuda Monetary Authority – says several techniques on systemic risk measurement being developed by the IMF will eventually

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ESRB narrows its macro-prudential tools

The European Systemic Risk Board is about to announce a slimmed-down list of potential macro-prudential tools, but who has the power to use them is still the subject of debate. By Michael Watt

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