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Bank Liquidity Regulation Before the Global Financial Crisis

  • Laura ChiaramonteEmail author
Chapter
Part of the Palgrave Macmillan Studies in Banking and Financial Institutions book series (SBFI)

Abstract

Chiaramonte provides an overview of bank liquidity regulations before the GFC. Focusing on both the Basel I and II Accord (of 1988 and 2004, respectively) and on the failure of the Basel Committee on Banking Supervision (BCBS) to foresee banking liquidity risk, the chapter analyzes the main aims of liquidity risk management and its principal components. It ends with an analysis of role of supervisors in liquidity risk management.

Keywords

Liquidity risk management process Liquidity governance model Operating limits system Liquidity risk measurement Liquidity risk disclosure 

References

  1. Basel Committee on Banking Supervision (BCBS). (1992, September). A Framework for Measuring and Managing Bank Liquidity. Basel: Bank for International Settlements (BIS).Google Scholar
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Copyright information

© The Author(s) 2018

Authors and Affiliations

  1. 1.Department of Economics and Business Administration, Faculty of EconomicsUniversità Cattolica del Sacro CuoreMilanItaly

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