BIS evaluates subprime effect on liquidity risk
The Bank for International Settlements'(BIS) Basel Committee on Banking Supervision has published a report summarising the main findings from the Working Group on Liquidity (WGL). Liquidity Risk: Management and Supervisory Challenges highlights financial market developments that affect liquidity risk management, discusses national supervisory regimes and their components, outlines initial observations from the current period of stress and details the future work of the WGL.
"The extreme liquidity conditions of last summer and resulting difficulties are vivid illustrations of the critical importance of market liquidity to the banking sector," says Nout Wellink, chairman of the Basel Committee.
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