Twitter RSS

Capital and Prudential Standards Blog

magnify
Home Archive for category "Liquidity" (Page 5)
formats

Basel Committee Revises Basel III Liquidity Coverage Ratio

The Basel Committee has made significant revisions to the Basel III Liquidity Coverage Ratio (LCR). The revised LCR standards allow banks to use a broader range of liquid assets to meet their liquidity buffer and relax some of the run-off assumptions that banks must make in calculating their net cash outflows. The revised standards also clarify that banks may dip below the minimum LCR requirement during periods of stress. The Basel Committee expects national regulators to implement the LCR on a phased-in basis beginning on January 1, 2015.…  Read More

Comments Off on Basel Committee Revises Basel III Liquidity Coverage Ratio.
formats

Dodd-Frank Enhanced Prudential Standards for Foreign Banking Organizations

The Federal Reserve has proposed a tiered approach for applying U.S. capital, liquidity and other Dodd-Frank enhanced prudential standards to the U.S. operations of foreign banking organizations with total global assets of $50 billion or more (“Large FBOs”). Most Large FBOs would have to create a separately capitalized top-tier U.S. intermediate holding company (“IHC”) that would hold all U.S. bank and nonbank subsidiaries. The IHC would be subject to U.S. capital, liquidity and other enhanced prudential standards on a consolidated basis.…  Read More

Comments Off on Dodd-Frank Enhanced Prudential Standards for Foreign Banking Organizations.