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Liquidity Risk under The New Basel Global Regulatory Framework
Applied Economics and Finance
View Archive Info| Field | Value | |
| Title |
Liquidity Risk under The New Basel Global Regulatory Framework
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| Creator |
Hlebik, Sviatlana
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| Description |
This paper contributes to understanding liquidity risk and its role in systemic financial crises. It focuses on the new banking regulation Basel III, in particularly on the Liquidity risk ratio that measures long-term liquidity positions of European banks. It emphasizes the importance and the issues relating to the Net Stable Funding Ratio (NSFR) which will become a minimum standard by 1 January 2018. Application at a level of 100% to credit institutions and systemic investment firms is not however expected before 2020, two years after the date of entry into force of the proposed Regulation. The paper aims to analyze the relationship between NSFR and banking stability, financial markets factors and central bank operations, in order to understand the potential impact of the key components of the new Basel global regulatory framework.
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| Publisher |
Redfame Publishing
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| Contributor |
—
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| Date |
2017-10-30
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
http://redfame.com/journal/index.php/aef/article/view/2674
10.11114/aef.v4i6.2674 |
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| Source |
Applied Economics and Finance; Vol 4, No 6 (2017); 78-90
2332-7308 2332-7294 |
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| Language |
eng
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| Relation |
http://redfame.com/journal/index.php/aef/article/view/2674/2886
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| Rights |
Copyright (c) 2017 Applied Economics and Finance
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