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The New International Liquidity Regulatory Framework for Banks

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

Abstract

The author investigates the new international bank liquidity regulatory framework introduced after the GFC. Illustrating the new liquidity rules applicable to banks, the chapter reviews the common principles for sound liquidity management and supervision (so-called Sound Principles) as defined by the Basel Committee in September 2008 and, then, describes the two minimum liquidity standards for banks introduced by Basel III of 2010 (the Liquidity Coverage Ratio—LCR, and the Net Stable Funding Ratio—NSFR). Chiaramonte provides an overview of Basel III liquidity requirements and the monitoring tools designed to strengthen and further promote global consistency in the supervision of liquidity risk.

References

  1. Basel Committee on Banking Supervision (BCBS). (2000, February). Sound Practices for Managing Liquidity in Banking Organizations. Basel: Bank for International Settlements (BIS).Google Scholar
  2. Basel Committee on Banking Supervision (BCBS). (2008a, February). Liquidity Risk: Management and Supervisory Challenges. Basel: Bank for International Settlements (BIS).Google Scholar
  3. Basel Committee on Banking Supervision (BCBS). (2008b, September). Principles for Sound Liquidity Risk Management. Basel: Bank for International Settlements (BIS).Google Scholar
  4. Basel Committee on Banking Supervision (BCBS). (2010a, December). Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Systems. 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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