Liquidity coverage ratio (LCR)
Q&A: ACP's Nouy on CRD IV, equity in the LCR and CoCos
Behind Basel III
Capital One: banking on banking
Capital gains
EC's CRD IV says dealers can ignore portability risks
While Basel Committee deliberates, EC proposes 'value of zero' for contingent risks associated with clearing portability
Banks call for equity to be counted in LCR
A taste for diversification
Client clearing poses acute liquidity risks
Margin jump risk
Bair bids bye-bye to FDIC
Bair bids bye-bye
The complexity of client clearing
Client clearing complexity
Equity should be included in LCR – Risk.net poll
Equity should be included in Basel III liquidity coverage ratio, say respondents
Credit Risk 2011: Basel III overreaching into macro-prudential policy, say panellists
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures
LCR should include equity, says ACP’s Nouy
Basel III liquidity coverage ratio should admit equities with significant haircuts, says Danièle Nouy at the Autorité de Contrôle Prudentiel
Basel III liquidity rules won't be watered down in Europe, says ACP's Nouy
Autorité de Contrôle Prudentiel secretary-general Danièle Nouy says looser language in the CRD IV draft won't ultimately mean weak rules in Europe
Basel Committee continues to reject equity for the LCR
Equities do not have the necessary characteristics to be included in the liquidity coverage ratio, says general secretary Stefan Walter – but some banks disagree
Basel III liquid asset definitions loosened in CRD IV draft
Draft legislation seen by Risk contains less prescriptive language on what counts as an eligible liquid asset under the liquidity coverage ratio
Basel open to liquidity rule changes
Basel open to liquidity rule changes
Criticism of Basel III liquidity ratios continues
Rationalising ratios
Asia’s LCR challenge
Asia’s LCR challenge
Leave liquidity rules out of Basel III legislation, says EBF
Industry group fears European Union legislative process will set LCR and NSFR flaws in stone
Risk Europe: Tweaks to Basel III will raise deadline pressure for banks
Changes to the detail of Basel III will make timely implementation a challenge, say attendees at Risk Europe
Risk Europe: 'Humble' Basel Committee open to liquidity rule changes
The Basel Committee's Stefan Walter says door is open to changing LCR and NSFR - but it's not open wide
HKMA’s Yuen urges banks to take action now on Basel III LCR; warns of negative impact for corporate debt markets
Banks should begin preparing in earnest to meet the Basel III liquidity requirements as regulators begin the process of supervising banks’ compliance with the new rules, according to the deputy chief executive of the HKMA.
The Nava-gator
Safe-keeping
Banks seek technology answers for Basel III
An uphill struggle
UK DMO stresses need for consistency
Consistency rules
DBS risk chief fears Basel III liquidity rules still ‘not realistic’
Elbert Pattijn, chief risk officer at DBS in Singapore, believes modifications to Basel III liquidity rules made late last year may still fall short of industry requirements to meet the final regulatory definitions of high quality liquid assets.