Liquidity coverage ratio (LCR)
Standardised global regulatory approach creates concentration risk
Current regulatory approach makes further financial crises as "certain as the amen in the church"
Banks and EBA join forces over liquidity buffer accounting
Banks and industry groups have been joined by an unlikely ally in their protests about the accounting treatment of assets held in liquidity buffers – the European Banking Authority. By Lukas Becker and Matt Cameron
Corporate cash seeks new home as money-market reforms loom
New regulation on both sides of the Atlantic threatens to make money-market funds less attractive for corporate treasurers. Banks are hoping this cash will flood into fixed-term deposits instead, helping them meet incoming liquidity ratios, but they’re…
Combating the collateral crunch
Sponsored statement: BNY Mellon
Risk Annual Summit: Basel ‘caved in’ on LCR, says German regulator
Bafin liquidity expert tells conference that national concerns and industry pressure caused LCR rewrite
Risk & Return Cape Town: Dealers expect deviation from NSFR standard
Bankers say some local markets may be forced to deviate from the NSFR standard – that’s if the Basel Committee decides to go ahead with it at all
Central clearing obligations cause collateral headaches in Asia
Collateral thinking
Repo markets in Asia set to grow on the back of Basel III
Don't fear the repo
RBI sees developing repo markets necessary in meeting Basel liquidity rules
India central bank views repo as an increasingly important market in the wake of Basel III implementation
Revised LCR falls short on ending Basel III concerns over trade finance
The relaxation of Basel III’s liquidity coverage ratio (LCR) requirements have been a major boon to trade finance, a sector which expected to suffer badly from the new regulatory regime. But not all issues related to Basel III have been resolved
LCR changes result from regulatory high-wire act
The recent easing of the Basel III liquidity coverage ratio is welcome, but highlights the difficult – perhaps impossible – regulatory challenge of striking the right balance in a world of too-big-to-fail banks, writes David Rowe
HKMA warns banks not to weaken liquidity profile to benefit from LCR phase-in
Hong Kong regulator to consult banks on new LCR this quarter and assess level playing field implications before deciding on whether to adopt a phased approach
Asian covered bond market set to take off
Running for covered
Banks told they will not benefit from LCR delay
National supervisors tell banks not to lower liquidity buffers, with market forces also pushing banks towards 100% compliance with measure
Addition of equities and mortgage bonds to LCR sparks criticism
Liquidity rules 'ruined' as regulators perform U-turn on equities, and also allow banks to include mortgage securities
Korea ready for Basel III, claims FSC
Meeting the challenges
Return of the DPCs
Return of the DPCs
Regulators hope changes will end LCR debate
A new ratio regime
Banks plan to relaunch off-balance-sheet derivatives units
At least six banks are talking to lawyers and rating agencies about reviving derivatives product companies, although AAA ratings may now be off the table
Bank of Thailand: LCR horizon should be a maximum of seven days
Experience of the Asian financial crisis leads Bank of Thailand's deputy governor to question the LCR parameters
Raft of changes could shrink Basel III liquidity buffers
Basel Committee estimates liquid asset shortfall could be cut by 14% if a menu of potential changes is adopted
Basel III and Islamic finance: friend or foe?
Faith in the system
Optimising retail deposit pricing
Optimising retail deposit pricing
Asia Risk Congress: LCR drives expanding regional liquidity swap market
Insurers providing liquidity swaps to banks is a growing trend in Asia