Basel III Enhancement – Linking liquidity crisis with Liquidity Coverage Ratio and Stable Funding Ratios
2 mins read The SAARC Finance policy response workshop on Basel II Enhancements SBP, NIBAF and SAARC Finance organized a two day workshop
Net Stable Funding Ratio
3 mins read In our previous posts, we had addressed the Liquidity Coverage Ratio, the short term resilience liquidity standard to be introduced
Liquidity Coverage Ratio – The Denominator
3 mins read Total Net Cash Outflows In our previous post on the reforms being brought to the liquidity framework by Basel III,
Liquidity Coverage Ratio – The Numerator
3 mins read Value of Stock of High Quality Liquid Assets In our previous post on the reforms being brought to the liquidity
Supervisory Approach to Liquidity Ratio Standards
2 mins read According to the reforms to the capital and liquidity framework, Basel III would require the banking sector to maintain and
Setting Risk Limits: Worst Case Loss versus Most likely loss
2 mins read I recently ran a presentation for a client where I had to justify setting risk limits at a pre-defined threshold