Lessons in liquidity



Asia Risk: Should liquidity risk be explicitly included in regulatory capital - that is, brought explicitly into the Basel II capital framework? Was the failure to explicitly include liquidity risk management in Basel II a fundamental mistake? If it was not a mistake and liquidity risk is considered under the market, credit and operational risk components, should its role have been articulated more explicitly, in hindsight?

Shaji Chandrasenan, Monetary Authority of Singapore (MAS): Basel II does

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