Solution Framework for Basel III: Global Liquidity Standard

37 Pages Posted: 8 Jul 2011 Last revised: 14 Oct 2011

Date Written: June 1, 2011

Abstract

This paper proposes a solution framework for implementing liquidity framework agreed on by the Basel Committee on Banking Supervision. This liquidity framework is published by the committee in, “Basel III: International Framework for Liquidity Risk Measurement, Standards and Monitoring."

Basel III introduces two global liquidity standards for liquidity risk management. The proposed solution framework aims to evaluate these standards and generate report to guide bank's action during crisis scenarios.

Keywords: Basel III, Risk Management, Solution for Basel III, Liquidity Coverage Ratio, LCR, Net Stable Funding Ratio, NSFR, Liquidity Risk, Liquidity Valuation, Risk Valuation

Suggested Citation

Raghavendra, Challapali K., Solution Framework for Basel III: Global Liquidity Standard (June 1, 2011). Available at SSRN: https://ssrn.com/abstract=1881410 or http://dx.doi.org/10.2139/ssrn.1881410

Challapali K. Raghavendra (Contact Author)

affiliation not provided to SSRN ( email )

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