Liquidity risk for European banks
The new Basel III Capital and Liquidity Standards framework proposed many additional capital and liquidity standards to strengthen the regulation of the banking sector. The European banking package introduced new liquidity standards:
✓ Net Stable Funding Ration (NSFR) that will bring more resilience over a long-term horizon by creating more incentives for credit institutions to have a more stable funding source on a structural basis
✓ Liquidity Coverage Ratio (LCR) will ensure that banks have high- quality liquid funding sources for a one-month survival period in case of a stress scenario
✓ Additional liquidity monitoring metrics focused on maturity mismatch
Mitigating liquidity risk for European banks has come with some deep challenges, including an expensive restructuring of assets and liabilities in order to have a long-term financing strategy that could cover the short-term liquidity demand based on the new LCR. European banks compete more aggressively for retail deposits because such deposits could satisfy both LCR and NSFR.
Liquidity risk for European banks
About the course
Our Liquidity Risk for European Banks course will help your financial experts to have an in-depth understanding of the European banking regulatory framework.
It will benefit directly your organization to understand which credit institutions are affected by the new standards, and what are the key dates.
Program
- European and International regulatory framework
- Liquidity risk metrics and transformation
- Liquidity rules and impact on capital requirements
- Liquidity impact on credit risk and counterparty credit risk
- Tools
- Internal control methods
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Improve the growth & efficiency of your organization by leveraging Compliance’s solutions and toolkits by Tier 1 consultants, lawyers and ex-Supervisors.
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