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2022 | OriginalPaper | Chapter

3. Liquidity Risk Regulation

Author : Christoph Wieser

Published in: Quantification of Structural Liquidity Risk in Banks

Publisher: Springer Fachmedien Wiesbaden

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Abstract

A key aspect of the Basel III reform after the financial crisis of 2007/08 is liquidity risk management. Within Basel III the first internationally harmonized set of liquidity standards was introduced with the following ratios and metrics.

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previous chapter Liquidity and Risk

next chapter Liquidity Risk Management

Venkat/Baird (2013) p. 213

Basel Committee on Banking Supervision (2013) n.pag.

Basel Committee on Banking Supervision (2013) p. 13

Basel Committee on Banking Supervision (2014)

Venkat/Baird (2013) p. 226

Basel Committee on Banking Supervision (2014) p. 6

Asset level classification introduced in Section 3.1.1

Venkat/Baird (2013) pp. 226–227

European Banking Authority (2014) p. 3

European Banking Authority (2014) pp. 3–4

Enthofer/Haas (2018) p. 124

Thonabauer/Nösslinger (2006) p. 68

Enthofer/Haas (2018) pp. 116–122

Enthofer/Haas (2018) p. 118

Enthofer/Haas (2018) p. 222

Porteous/Tapadar (2006) p. 45

Basel Committee on Banking Supervision (2005) p. 3

Basel Committee on Banking Supervision (2005) p. 2

Barfield et al. (2011) p. 10

Title: Liquidity Risk Regulation
Author: Christoph Wieser
Publisher: Springer Fachmedien Wiesbaden
Book: Quantification of Structural Liquidity Risk in Banks
Print ISBN: 978-3-658-39592-6

Electronic ISBN: 978-3-658-39593-3

Copyright Year: 2022
DOI: https://doi.org/10.1007/978-3-658-39593-3_3