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Liquidity Coverage Requirement under the Delegated Regulation of the European Commission and Basel III Rules – a Comparative Study
Karolina Patora
Abstract
The article presents the principal conclusions from the analysis of the delegated act on the liquidity coverage requirement adopted by the European Commission in October 2014. The delegated act was analysed in line with the Basel IIII accord in order to identify the main differences and to assess whether the alterations proposed by the European Commission pose a threat to the prudential objective of the liquidity regulation. The main conclusion is that the prudential objective of the liquidity coverage requirement cannot be assured as the majority of changes proposed to the delegated act, as compared with the Basel rules, lead to an increase in the average level of the ratio, while the main purpose of the European Commission was to stimulate growth and facilitate lending to the real economy.
Keywords:
liquidity risk, bank risk management, liquidity regulationMost read articles by the same author(s)
- Karolina Patora, A new approach to liquidity risk management in commercial banks , Safe Bank: Tom 51/52 Nr 2/3 (2013): Bezpieczny Bank
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