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
2 mins read According to the reforms to the capital and liquidity framework, Basel III would require the banking sector to maintain and
2 mins read I recently ran a presentation for a client where I had to justify setting risk limits at a pre-defined threshold
< 1 min read Ever since we started preparing ICAAP (Internal Capital Adequacy Assessment Process) submission reports the two areas where clients had the
< 1 min read This advanced level workshop serves as a refresher to liquidity management, with an emphasis on traditional models including gap analysis
< 1 min read Serves as a guide to Internal Capital Adequacy Assessment framework implementation with a focus on the calculations required behind thereporting
3 mins read Basel III seeks to enhance the Basel II framework by addressing both firm-specific risk as well as system-specific systemic risk factors. Here, we will discuss some of major improvements being made to the Basel II framework on a macro-prudential system-wide basis as well as the greater role that stress testing will play in the process.