The Basel Committee on Banking Supervision today issued frequently asked questions (FAQs) on Basel III’s counterparty credit risk rules and the interim framework for bank exposures to central counterparties (CCPs). To promote consistent global implementation of those requirements, the Committee has agreed to periodically review frequently asked questions and publish answers along with [...]
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Posted on January 13th, 2013
Posted on January 13th, 2013
The Basel Committee on Banking Supervision (BCBS) published the finalised Liquidity Coverage Ratio (LCR) on 7 January 2013. The finalised LCR is less onerous than the original formulation published in December 2010 and should therefore be welcomed by banks. This briefing outlines the main amendments to the LCR and considers their effect. Source: [...] Posted on January 10th, 2013
Since November, 2011, the American Securitization Forum staff and a number of members of the ASF Regulatory Capital and Liquidity Committee have been working with Professors Martin Nowak and David Rand of Harvard University on a detailed academic study to provide significant intellectual foundation for expanding the eligibility of criteria for HQLA in [...] Posted on January 7th, 2013
The Group of Governors and Heads of Supervision (GHOS), the oversight body of the Basel Committee on Banking Supervision, met on January 6, 2012 to consider the Basel Committee’s amendments to the Liquidity Coverage Ratio (LCR) as a minimum standard. It unanimously endorsed them. A summary description of the agreed LCR is [...] Posted on January 7th, 2013
This paper analyzes the impact of a liquidity requirement similar to the Basel 3 Liquidity Coverage Ratio (LCR) on banks’ funding costs and corporate lending rates. Using a dataset of 26 Dutch banks from January 2008 to December 2011, the author finds that banks which are just above/below their quantitative liquidity requirement do [...] 91 pages
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