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. -
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. -
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. -
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. -
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. -
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. -
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. -
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. -
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). -
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.