Criticism of Basel III liquidity ratios continues

Rationalising ratios

Arno Kratky

The inclusion of new liquidity ratios within Basel III has been the cause of some of the fiercest criticism of the new capital and liquidity framework, ever since the first draft was published in December 2009. A couple of tweaks to the proposals over the past year or so have failed to calm feeling – to the extent that at least one regulator has called on European law-makers to write their own version of the rules. Other market participants have argued that the liquidity ratios should be

To continue reading...

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: