Basel III includes a new standard for Liquidity Risk that seems to be tripping up a few risk analysts working in this domain. In this post we briefly look at the possible outcomes from a poorly managed liquidity risk program and also the types of initiatives banks may consider for meeting the new Basel III Liquidity Risk Standard.
Showing posts with label Liquidity Risk. Show all posts
Showing posts with label Liquidity Risk. Show all posts
Friday, February 17, 2012
Friday, February 25, 2011
Basel III - Thinking About Liquidity Risk Differently part 1
Market Liquidity and Funding Liquidity are symmetrical aligned intertwined risks which feature heavily in the Basel III accord. However, Liquidity Risk isn't actually new to the accord at all but it is definitely structured in a new way with Basel this time round.
In this blog we are going to look at how Liquidity Risk worked for Basel II and the liquidity issues during the Credit Crisis. We will then follow up with an article on how Basel III approaches Liquidity Risk.
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