Basel Committee reviewing design of liquidity ratios
Focus on LCR and NSFR after Silicon Valley Bank and Credit Suisse, but assumptions may not change
The Basel Committee on Banking Supervision is reviewing the regulatory liquidity ratios applied to banks, Risk.net understands, in the wake of dramatic deposit outflows seen last year at some US regional banks and at Credit Suisse. That could lead to a change in some of the assumptions used in the Basel international standards – but regulators could equally decide no further action is required
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