Archives - Liquidity and Funding

• 22 June 2015 Net Stable Funding Ratio disclosure standards

  This document is the final version of the Net Stable Funding Ratio (NSFR) disclosure standards, following the publication of the NSFR standard in October 2014.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding, Transparency and Disclosure

• 18 March 2015 Margin requirements for non-centrally cleared derivatives

  This document presents the revised policy framework that establishes minimum standards for margin requirements for non-centrally cleared derivatives as agreed by the Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commissions.

  Content Type(s): Compendium Source(s): BCBS, IOSCO Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding, Risk Management

• 31 October 2014 Basel III: the net stable funding ratio

  The NSFR 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 that could increase the risk of its failure and potentially lead to broader systemic stress.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding, Risk Management

• 22 October 2014 Guidance on liquidity management and planning

  The purpose of this document is to provide further guidance to group-wide supervisors on how they could direct G-SIIs to develop their liquidity management.

  Content Type(s): Compendium Source(s): IAIS Policy Area(s): Financial Regulation and Supervision Topic(s): Liquidity and Funding, Risk Management

• 12 January 2014 The Liquidity Coverage Ratio and restricted-use committed liquidity facilities

  Within the Liquidity Coverage Ratio, the Basel Committee has agreed to modify the definition of High Quality Liquid Assets (HQLA) within the LCR to provide greater use of Committed Liquidity Facilities (CLFs) provided by central banks.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding, Prudential Supervision and Oversight

• 12 January 2014 Guidance for supervisors on market-based indicators of liquidity

  This document has been published to assist supervisors in their evaluation of the liquidity profile of assets held by banks, and to help promote greater of consistency in High Quality Liquid Assets (HQLA) classifications across jurisdictions, for the purposes of Basel III's LCR.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding, Risk Management

• 11 April 2013 Monitoring tools for intraday liquidity management

  This document is the final version of the Committee's Monitoring tools for intraday liquidity management. It was developed in consultation with the Committee on Payment and Settlement Systems to enable banking supervisors to better monitor a bank's management of intraday liquidity risk and its ability to meet payment and settlement obligations on a timely basis.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding, Risk Management

• 4 March 2013 Principles of Liquidity Risk Management for Collective Investment Schemes

  This document outlines a set of principles against which both the industry and regulators can assess the quality of regulation and industry practices concerning liquidity risk management for collective investment schemes (CIS). These principles aim to reflect a level of common approach and to be a practical guide for regulators and industry practitioners.

  Content Type(s): Compendium Source(s): IOSCO Policy Area(s): Financial Regulation and Supervision Topic(s): Liquidity and Funding, Market Regulation

• 7 January 2013 Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools

  This document presents one of the Basel Committee's key reforms to develop a more resilient banking sector: the Liquidity Coverage Ratio (LCR).

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Liquidity and Funding

• 19 January 2012 Suspension of Redemptions in Collective Investment Schemes

  Principles against which both the industry and regulators can assess the quality of regulation and industry practices concerning suspensions of redemptions.

  Content Type(s): Compendium Source(s): IOSCO Policy Area(s): Financial Regulation and Supervision Topic(s): Liquidity and Funding, Transparency and Disclosure