http://www.bis.org/list/bcbs/tid_128/index.rss Publications and updates by the Basel Committee on Banking Supervision (BCBS), including on topics related to the Basel II Framework and its implementation. Liquidity en http://www.bis.org/bcbs/publ/d302.htm Abstract of "Net Stable Funding Ratio disclosure standards - consultative document", December 2014. Disclosure requirements for the Net Stable Funding Ratio (NSFR) have been developed to improve the transparency of regulatory funding requirements, reinforce the ... Net Stable Funding Ratio disclosure standards - consultative document 2014-12-09T09:30:00Z Disclosure requirements for the Net Stable Funding Ratio (NSFR) have been developed to improve the transparency of regulatory funding requirements, reinforce the Principles for Sound Liquidity Risk Management and Supervision, strengthen market discipline, and reduce uncertainty in the markets as the NSFR is implemented. To promote the consistency and usability of disclosures related to the NSFR, internationally active banks across Basel Committee member jurisdictions will be required to publish their NSFRs according to a common template. This template includes the major categories of sources and uses of stable funding, along with qualitative requirements. Net Stable Funding Ratio disclosure standards - consultative document 2014-12-09T09:30:00Z BIS liquidity disclosure Basel III PDF version http://www.bis.org/bcbs/publ/d302.pdf December 2014 Bank for International Settlements: BCBS Publications 302 http://www.bis.org/bcbs/publ/d295.htm Abstract of "Basel III: the net stable funding ratio", October 2014. The NSFR is a significant component of the Basel III reforms. It requires banks to maintain a stable funding profile in relation to their on- and off-balance sheet activities, thus reducing the likelihood that disruptions to a bank's regular sources of funding will erode its liquidity position in a way that could increase the risk of its failure and potentially lead to broader systemic stress. The NSFR will become a minimum standard by 1 January 2018. Basel III: the net stable funding ratio 2014-10-31T10:00:00Z Abstract of "Basel III: the net stable funding ratio", October 2014. The NSFR is a significant component of the Basel III reforms. It requires banks to maintain a stable funding profile in relation to their on- and off-balance sheet activities, thus reducing the likelihood that disruptions to a bank's regular sources of funding will erode its liquidity position in a way that could increase the risk of its failure and potentially lead to broader systemic stress. The NSFR will become a minimum standard by 1 January 2018. Basel III: the net stable funding ratio 2014-10-31T10:00:00Z BIS liquidity Basel III PDF version http://www.bis.org/bcbs/publ/d295.pdf October 2014 Bank for International Settlements: BCBS Publications 295 http://www.bis.org/publ/bcbs284.htm The Basel Committee on Banking Supervision has received a number of interpretation questions related to the January 2013 publication of the liquidity coverage ratio (LCR) standard. The FAQs published today correspond to the text set out in that standard. To promote consistent global implementation of those requirements, the Committee has agreed to periodically review frequently asked questions and publish answers along with any technical elaboration of the rules text and interpretative guidance that may be necessary. Frequently Asked Questions on Basel III's January 2013 Liquidity Coverage Ratio 2014-04-16T08:00:00Z The Basel Committee on Banking Supervision today issued frequently asked questions (FAQs) on Basel III's liquidity coverage ratio (LCR). To promote consistent global implementation of those requirements, the Committee has agreed to periodically review frequently asked questions and publish answers along with any technical elaboration of the rules text and interpretative guidance that may be necessary. The Committee has received a number of interpretation questions related to the January 2013 publication of the LCR standard. The FAQs published today correspond to the text set out in that standard. Frequently Asked Questions on Basel III's January 2013 Liquidity Coverage Ratio 2014-04-16T08:00:00Z BIS liquidity FAQ Basel III LCR PDF version http://www.bis.org/publ/bcbs284.pdf April 2014 Bank for International Settlements: BCBS Publications 284 http://www.bis.org/publ/bcbs278.htm Abstract of "Results of the Basel III monitoring exercise as of 30 June 2013", March 2014. This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on the rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 30 June 2013 2014-03-06T10:00:00Z This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on the rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. The results of previous exercises in this series were published in September 2013, March 2013, September 2012 and April 2012. A total of 227 banks participated in the current study, comprising 102 large internationally active banks ("Group 1 banks", defined as internationally active banks that have Tier 1 capital of more than €3 billion) and 125 Group 2 banks (ie representative of all other banks). Results of the Basel III monitoring exercise as of 30 June 2013 2014-03-06T10:00:00Z BIS Monitoring QIS basel iii impact PDF version http://www.bis.org/publ/bcbs278.pdf March 2014 Bank for International Settlements: BCBS Publications 278 http://www.bis.org/publ/bcbs274.htm Abstract of "The Liquidity Coverage Ratio and restricted-use committed liquidity facilities", January 2014 The Liquidity Coverage Ratio and restricted-use committed liquidity facilities 2014-01-12T17:55:00Z The Liquidity Coverage Ratio and restricted-use committed liquidity facilities 2014-01-12T17:55:00Z BIS liquidity coverage ratio Basel III PDF version http://www.bis.org/publ/bcbs274.pdf January 2014 Bank for International Settlements: BCBS Publications 274 http://www.bis.org/publ/bcbs272.htm Abstract of "Liquidity Coverage Ratio disclosure standards - final document", January 2014 The Committee has issued final requirements for banks' LCR-related disclosures. These requirements will improve the transparency of regulatory liquidity requirements and enhance market discipline. Consistent with the Basel III agreement, national authorities ... Liquidity coverage ratio disclosure standards - final document 2014-01-12T17:45:00Z The Committee has issued final requirements for banks' LCR-related disclosures. These requirements will improve the transparency of regulatory liquidity requirements and enhance market discipline. Consistent with the Basel III agreement, national authorities will give effect to these disclosure requirements, and banks will be required to comply with them, from the date of the first reporting period after 1 January 2015. Liquidity coverage ratio disclosure standards - final document 2014-01-12T17:45:00Z BIS liquidity Basel III PDF version http://www.bis.org/publ/bcbs272.pdf January 2014 Bank for International Settlements: BCBS Publications 272 http://www.bis.org/publ/bcbs273.htm Abstract of "Guidance for Supervisors on Market-Based Indicators of Liquidity", January 2014 The Basel Committee has published Guidance for supervisors on market-based indicators of liquidity. This document has been published to assist supervisors in their evaluation of the liquidity profile of assets held by banks, and to help promote ... Guidance for Supervisors on Market-Based Indicators of Liquidity 2014-01-12T17:45:00Z The Basel Committee has published Guidance for supervisors on market-based indicators of liquidity. This document has been published to assist supervisors in their evaluation of the liquidity profile of assets held by banks, and to help promote greater of consistency in High Quality Liquid Assets (HQLA) classifications across jurisdictions, for the purposes of Basel III's LCR. Importantly, the guidance does not change the definition of HQLA within the LCR; rather, it helps supervisors assess whether assets are suitably liquid for LCR purposes. Guidance for Supervisors on Market-Based Indicators of Liquidity 2014-01-12T17:45:00Z BIS PDF version http://www.bis.org/publ/bcbs273.pdf January 2014 Bank for International Settlements: BCBS Publications 273 http://www.bis.org/publ/bcbs271.htm Abstract of "Basel III: the Net Stable Funding Ratio - consultative document", January 2014 The Basel Committee has issued proposed revisions to the Basel framework's Net Stable Funding Ratio (NSFR), following endorsement on 12 January 2014 by its governing body - the Group of Central Bank Governors and Heads of Supervision (GHOS). Basel III: the Net Stable Funding Ratio - consultative document 2014-01-12T17:00:00Z The Basel Committee has issued proposed revisions to the Basel framework's Net Stable Funding Ratio (NSFR), following endorsement on 12 January 2014 by its governing body - the Group of Central Bank Governors and Heads of Supervision (GHOS). The NSFR is an essential component of the Basel III reforms to promote a more resilient banking sector. It is designed to ensure that banks maintain a stable funding profile in relation to the characteristics of their on- and off-balance sheet activities. A robust funding structure reduces the likelihood that a bank's liquidity position deteriorates, due to disruptions to its regular sources of funding, in a way that would lead to increased risk of failure and, potentially, to broader systemic stress. In particular, the NSFR limits over-reliance on short-term wholesale funding, encourages better assessment of funding risk across all on- and off-balance sheet items, and promotes funding stability. Basel III: the Net Stable Funding Ratio - consultative document 2014-01-12T17:00:00Z BIS liquidity Basel III PDF version http://www.bis.org/publ/bcbs271.pdf January 2014 Bank for International Settlements: BCBS Publications 271 http://www.bis.org/publ/bcbs262.htm Abstract of "Results of the Basel III monitoring exercise as of 31 December 2012", September 2013. This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on the rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 31 December 2012 2013-09-25T08:00:00Z This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on the rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 31 December 2012 2013-09-25T08:00:00Z BIS Monitoring QIS basel iii impact PDF version http://www.bis.org/publ/bcbs262.pdf September 2013 Bank for International Settlements: BCBS Publications 262 http://www.bis.org/publ/bcbs259.htm Abstract of "Liquidity coverage ratio disclosure standards - consultative document", July 2013 The Basel Committee on Banking Supervision has today issued for consultation Liquidity coverage ratio disclosure standards. Following the publication of the LCR standard in January 2013, the Basel Committee indicated its intention to develop associated disclosure standards. Public disclosure improves transparency, reduces uncertainty in the markets and strengthens market discipline. To promote the benefits ... Liquidity coverage ratio disclosure standards - consultative document 2013-07-19T08:44:00Z The Basel Committee on Banking Supervision has today issued for consultation Liquidity coverage ratio disclosure standards. Following the publication of the LCR standard in January 2013, the Basel Committee indicated its intention to develop associated disclosure standards. Public disclosure improves transparency, reduces uncertainty in the markets and strengthens market discipline. To promote the benefits of disclosure the Committee believes that it is important that banks adopt a common disclosure framework to help market participants consistently assess the liquidity risk position of banks. Moreover, to promote consistency and ease of use of disclosures related to the LCR, the Basel Committee has agreed that internationally-active banks across Basel member jurisdictions will be required to publish their LCR according to a common template. In designing the disclosure standards for the LCR, the Basel Committee has balanced the benefits of promoting market discipline against the challenges associated with disclosure of liquidity positions under certain circumstances, including the potential for undesirable dynamics during periods of stress. Liquidity coverage ratio disclosure standards - consultative document 2013-07-19T08:44:00Z BIS liquidity disclosure Basel III LCR disclosure PDF version http://www.bis.org/publ/bcbs259.pdf July 2013 Bank for International Settlements: BCBS Publications 259 http://www.bis.org/publ/bcbs248.htm Abstract of "Monitoring tools for intraday liquidity management - final document", April 2013 Monitoring tools for intraday liquidity management - final document 2013-04-11T09:00:00Z This document is the final version of the Committee's Monitoring tools for intraday liquidity management. It was developed in consultation with the Committee on Payment and Settlement Systems to enable banking supervisors to better monitor a bank's management of intraday liquidity risk and its ability to meet payment and settlement obligations on a timely basis. Over time, the tools will also provide supervisors with a better understanding of banks' payment and settlement behaviour. Monitoring tools for intraday liquidity management - final document 2013-04-11T09:00:00Z BIS liquidity risk management liquidity sources liquidity needs Monitoring tools Net cumulative position PDF version http://www.bis.org/publ/bcbs248.pdf April 2013 Bank for International Settlements: BCBS Publications 248 http://www.bis.org/publ/bcbs243.htm Abstract of "Results of the Basel III monitoring exercise as of 30 June 2012", March 2013. This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 30 June 2012 2013-03-19T08:39:00Z This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 30 June 2012 2013-03-19T08:39:00Z BIS Monitoring QIS basel iii impact PDF version http://www.bis.org/publ/bcbs243.pdf March 2013 Bank for International Settlements: BCBS Publications 243 http://www.bis.org/publ/bcbs238.htm Abstract of "Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools", January 2013. The Basel Committee has issued the full text of the revised Liquidity Coverage Ratio (LCR) following endorsement on 6 January 2013 by its governing body - the Group of Central Bank Governors and Heads of Supervision (GHOS). The LCR is an essential component of the Basel III reforms, which are global regulatory standards on bank capital adequacy and liquidity endorsed by the G20 Leaders. Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools 2013-01-07T16:01:00Z The Basel Committee has issued the full text of the revised Liquidity Coverage Ratio (LCR) following endorsement on 6 January 2013 by its governing body - the Group of Central Bank Governors and Heads of Supervision (GHOS). The LCR is an essential component of the Basel III reforms, which are global regulatory standards on bank capital adequacy and liquidity endorsed by the G20 Leaders. Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools 2013-01-07T16:01:00Z BIS liquidity coverage ratio Basel III LCR PDF version http://www.bis.org/publ/bcbs238.pdf January 2013 Bank for International Settlements: BCBS Publications 238 http://www.bis.org/publ/bcbs231.htm Abstract of "Results of the Basel III monitoring exercise as of 31 December 2011", September 2012. This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 31 December 2011 2012-09-20T08:51:00Z This report presents the results of the Basel Committee's Basel III monitoring exercise. The study is based on rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. Results of the Basel III monitoring exercise as of 31 December 2011 2012-09-20T08:51:00Z BIS QIS basel iii impact PDF version http://www.bis.org/publ/bcbs231.pdf September 2012 Bank for International Settlements: BCBS Publications 231 http://www.bis.org/publ/bcbs225.htm Abstract of "Monitoring indicators for intraday liquidity management - consultative document", July 2012 Monitoring indicators for intraday liquidity management - consultative document 2012-07-02T07:37:00Z Intraday liquidity can be defined as funds that are accessible during the business day, usually to enable financial institutions to make payments in real time. The Basel Committee's proposed Monitoring indicators for intraday liquidity management are intended to allow banking supervisors to monitor a bank's intraday liquidity risk management. Over time, the indicators will also help supervisors to gain a better understanding of banks' payment and settlement behaviour and their management of intraday liquidity risk. Monitoring indicators for intraday liquidity management - consultative document 2012-07-02T07:37:00Z BIS liquidity risk management liquidity sources liquidity needs Monitoring tools Net cumulative position PDF version http://www.bis.org/publ/bcbs225.pdf July 2012 Bank for International Settlements: BCBS Publications