IMF modelling work on liquidity risk points to capital hike, says Jobst
Recent analysis by the International Monetary Fund indicates that banks in the US need to raise capital to cover systemic liquidity risk threats
A new measure to detect systemic risk developed by the International Monetary Fund (IMF) indicates that the largest US banks should increase capital against liquidity risk, according to Andy Jobst, one of the authors of an IMF report on systemic risk, published in April.
Speaking at Risk's Basel III conference in London in late September, Jobst – now chief economist at the Bermuda Monetary Authority – says several techniques on systemic risk measurement being developed by the IMF will eventually
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