Basel III liquid asset definitions loosened in CRD IV draft

rope-knot

The European Commission (EC) has opted for a less prescriptive definition of liquid assets in its version of the Basel III liquidity coverage ratio (LCR), according to the latest draft of the capital requirements directive (CRD IV) – legislation that will determine how European banks implement the new Basel capital and liquidity standards.

According to a draft of CRD IV seen by Risk, liquid assets would include "transferable assets that are of extremely high liquidity and credit quality" and

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net 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.

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

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: