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Liquidity Optimization: Going a Step Beyond Basel III Compliance

By: SAS
SAS

The financial crisis that began in 2007 highlighted the major shortcomings of the regulatory framework around minimum capital requirements and liquidity requirements. In response, the Basel Committee on Banking Supervision made substantial revisions to its guidelines - specifically, by including more demanding capital and liquidity requirements now commonly referred to as Basel III framework. National banking authorities around the world are adopting the new Basel III framework as a way to eliminate systemic liquidity risk and promote greater transparency of risk management practices.

Tags : optimization, finance, financial crisis, liquidity requirements, banking, framework, risk management, security


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Published:  Aug 03, 2016
Length:  8
Type:  White Paper