Lessons in liquidity II
Following the interview with the Monetary Authority of Singapore on the critical issue of liquidity risk management in the July issue, this month the spotlight falls on the Sydney-based Australian Prudential Regulatory Authority. By Christopher Jeffery
Asia Risk: Should liquidity risk be explicitly included in regulatory capital - that is, brought explicitly into the Basel II framework?
Australian Prudential Regulatory Authority: The Basel Committee and most national regulators, including the Australian Prudential Regulatory Authority (Apra), have previously issued guidance and requirements for liquidity risk management, which are still valid today, although in need of some updating and strengthening. Pillar 2 of Basel II identifies liquidity
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