Basel III Global liquidity standards: Critical discussion and impact onto the European banking sector

REUSE, Svend a Veronika BUČKOVÁ. Basel III Global liquidity standards: Critical discussion and impact onto the European banking sector. Financial Assets and Investing. Brno: Masarykova univerzita, 2011, Neuveden, 3/2011, s. 1-12. ISSN 1804-509X.

Základní údaje

Originální název

Basel III Global liquidity standards: Critical discussion and impact onto the European banking sector

Název česky

Globální standardy likvidity podle Basel III: Kritická diskuze a dopad na evropský bankovní sektor

Název anglicky

Basel III Global liquidity standards: Critical discussion and impact onto the European banking sector

Autoři

REUSE, Svend a Veronika BUČKOVÁ

Vydání

Financial Assets and Investing, Brno, Masarykova univerzita, 2011, 1804-509X

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Další údaje

Jazyk

čeština

Typ výsledku

Článek v odborném periodiku

Obor

50200 5.2 Economics and Business

Stát vydavatele

Česká republika

Utajení

není předmětem státního či obchodního tajemství

Odkazy

URL

Označené pro přenos do RIV

Ano

Kód RIV

RIV/00216224:14560/11:00053456

Organizační jednotka

Ekonomicko-správní fakulta

Klíčová slova česky

Basel III; Liquidity Coverage Ratio LCR; Net Stable Funding Ratio NSFR; Transformace splatnosti

Klíčová slova anglicky

Basel III; Liquidity Coverage Ratio LCR; Net Stable Funding Ratio NSFR; Maturity Transformation

Příznaky

Mezinárodní význam, Recenzováno

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Anotace

V originále

Together with the Basel III regulatory equity rules, two liquidity ratios have been published. Resulting from the illiquidity of some banks during the financial crisis in 2008, these ratios shall help to prevent further crisis in the European banking sector. But do they really fulfill their aim? This article presents the new liquidity ratios, the actual liquidity situation in banks and describes the consequences for banks at a simplified example. It has to be stated that implementing more detailed liquidity frameworks into the banking supervision process is necessary. The financial crisis in 2008 showed that several banks did not have adequate liquidity risk models and processes to prevent illiquidity. But the LCR and the NSFR seem to be wrong methods. Both ratios will increase. The implementation of both ratios has to be done very carefully in order to prevent this.

Anglicky

Together with the Basel III regulatory equity rules, two liquidity ratios have been published. Resulting from the illiquidity of some banks during the financial crisis in 2008, these ratios shall help to prevent further crisis in the European banking sector. But do they really fulfill their aim? This article presents the new liquidity ratios, the actual liquidity situation in banks and describes the consequences for banks at a simplified example. It has to be stated that implementing more detailed liquidity frameworks into the banking supervision process is necessary. The financial crisis in 2008 showed that several banks did not have adequate liquidity risk models and processes to prevent illiquidity. But the LCR and the NSFR seem to be wrong methods. Both ratios will increase. The implementation of both ratios has to be done very carefully in order to prevent this.