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.
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Chiaramonte, L. (2018). Bank Liquidity Regulation Before the Global Financial Crisis. In: Bank Liquidity and the Global Financial Crisis. Palgrave Macmillan Studies in Banking and Financial Institutions. Palgrave Macmillan, Cham. https://doi.org/10.1007/978-3-319-94400-5_5
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DOI: https://doi.org/10.1007/978-3-319-94400-5_5
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Publisher Name: Palgrave Macmillan, Cham
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Online ISBN: 978-3-319-94400-5
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