Liquidity coverage ratio (LCR)
Video: Industry experts clash over whether to publish liquidity ratios
A Basel III conference panel disagree over whether banks should publish liquidity coverage ratio and net stable funding ratio estimates now, even though the final rules are not yet agreed
Bank of England's FPC seeks to unlock Basel III tool-kit
Systemic risk committee at the Bank of England calls for power to use tools - such as liquidity and leverage ratios, and margin standards - to influence systemic risk
Sovereign debt crisis undermines LCR, critics say
Bankers at Eurofi conference in Wroclaw, Poland call for a wider range of assets to be eligible for Basel III's liquidity coverage ratio
The product no-one wants to sell: portability held up by lack of rules
Under-the-counter derivatives
CRD IV proposals do not deviate markedly from Basel III, says EC's Faull
Jonathan Faull dismisses suggestions CRD IV will lead to uneven application of Basel III
Basel Committee's Walter dismisses reports of LCR overhaul
Basel Committee is working on criteria to decide what counts as a liquid asset, but secretary general says no decisions have yet been taken on how – or whether – to change the LCR
Australian regulator moves to implement Basel III two years early
The Australian banking regulator has proposed the country’s banks meet new Basel III capital and liquidity rules two years ahead of G-20 commitments. The proposal has drawn immediate criticism from the Australian Bankers’ Association
Basel III liquidity rules shaking up the corporate deposit market
Deposit(ive) thinking
Regulators wary of new corporate deposits that sit outside Basel III LCR
Basel III arms race begins with product that uses a rolling, embedded option to keep deposits outside bounds of new liquidity ratio
Risk waterfall at CME, Ice makes porting harder, dealers say
The need to provide portability could pressure CCPs to lean more heavily on initial margin than default funds to absorb losses
The product no-one wants to sell: portability held up by lack of rules
Under-the-counter derivatives
Q&A: ACP's Nouy on CRD IV, equity in the LCR and CoCos
Behind Basel III
Capital One: banking on banking
Capital gains
EC's CRD IV says dealers can ignore portability risks
While Basel Committee deliberates, EC proposes 'value of zero' for contingent risks associated with clearing portability
Banks call for equity to be counted in LCR
A taste for diversification
Client clearing poses acute liquidity risks
Margin jump risk
Bair bids bye-bye to FDIC
Bair bids bye-bye
The complexity of client clearing
Client clearing complexity
Equity should be included in LCR – Risk.net poll
Equity should be included in Basel III liquidity coverage ratio, say respondents
Credit Risk 2011: Basel III overreaching into macro-prudential policy, say panellists
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures
LCR should include equity, says ACP’s Nouy
Basel III liquidity coverage ratio should admit equities with significant haircuts, says Danièle Nouy at the Autorité de Contrôle Prudentiel
Basel III liquidity rules won't be watered down in Europe, says ACP's Nouy
Autorité de Contrôle Prudentiel secretary-general Danièle Nouy says looser language in the CRD IV draft won't ultimately mean weak rules in Europe
Basel Committee continues to reject equity for the LCR
Equities do not have the necessary characteristics to be included in the liquidity coverage ratio, says general secretary Stefan Walter – but some banks disagree