European NSFR revamp could save banks billions in funding costs

Commission expected to ease pressure of liquidity ratio on derivatives positions when it unveils CRD V proposals

Financial savings

Planned changes to Europe's implementation of one of the Basel Committee's key liquidity ratios could cut billions from dealers' funding requirements, say market participants. The changes, detailed in a leaked memo last month, could be formally proposed by the European Commission as early as this week.

Amendments to the net stable funding ratio (NSFR) were included in an explanatory memo outlining the commission's forthcoming legislative proposal on the fifth Capital Requirements Directive, or

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