Liquidity Risk Management and Supervision

A Guide to Better Practice

Discipline:  Regulation

First published:

ISBN: 9781782722571

In response to the financial crisis, the Liquidity Coverage Ratio and Net Stable Funding Ratio have been introduced. While this was an important step for supervision, there is wide agreement that compliance with these minimum requirements is not sufficient to ensure sound liquidity risk management.

Recognising this, both the Single Supervisory Mechanism and the European Banking Authority are currently in the process of developing guidance to banks and regulators on how to ensure strong liquidity risk management frameworks. Since the in-depth and bank-specific supervision of liquidity risk is a very new topic, many banks and regulators will have to make major efforts to prepare for raised expectations and upcoming requirements.

You need to sign in to use this feature. If you don’t have a 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