Basel III: the net stable funding ratio

5 October 2019 Liquidity Risk / Regulations

The NSFR is a significant component of the Basel III reforms. It requires banks to maintain a stable funding profile in relation to their on- and off-balance sheet activities, thus reducing the likelihood that disruptions to a bank’s regular sources of funding will erode its liquidity position in a way […]

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Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools

Liquidity Risk / Regulations

The Basel Committee issued the full text of the revised Liquidity Coverage Ratio (LCR) following endorsement on 6 January 2013 by its governing body – the Group of Central Bank Governors and Heads of Supervision (GHOS). The LCR is an essential component of the Basel III reforms, which are global […]

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Minimum capital requirements for market risk


The Minimum capital requirements for market risk replaces an earlier version of the standard as published in January 2016. The standard has been revised to address issues that the Basel Committee identified in the course of monitoring the implementation and impact of the framework. This final standard incorporates changes that were […]

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