Wolters Kluwer: Liquidity Cost Based On HQLA Implied Reserve

Introduction

Responding to the limitations of the Capital Adequacy Ratio in coping with the 2008 global financial crisis, the Basel Committee on Banking Supervision (BCBS) proposed a new liquidity risk management framework with the Liquidity Coverage Ratio(LCR) as the essential component. The bottom line of the Liquidity Coverage Ratio is that for significant financial institutions this will increase by 10% annually from 60% at the end of 2014 to no less than 100% by the end of 2018. Some

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