- Autor
- Patora Karolina (University of Lodz)
- Tytuł
- Liquidity Coverage Requirement under the Delegated Regulation of the European Commission and Basel III Rules - a Comparative Study
- Źródło
- Bezpieczny Bank, 2015, nr 2 (59), s. 25-46, rys., tab., bibliogr. 10 poz.
- Słowa kluczowe
- Płynność finansowa, Ryzyko bankowe, Zarządzanie ryzykiem
Financial liquidity, Banking risk, Risk management - Uwagi
- summ.
- Firma/Organizacja
- Bazylejski Komitet Nadzoru Bankowego, Komisja Europejska
Basel Committee on Banking Supervision, European Commission - Abstrakt
- 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. (original abstract)
- Dostępne w
- Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu - Pełny tekst
- Pokaż
- Bibliografia
-
- BCBS, Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools, Bank for International Settlements, January 2013.
- Commission Delegated Regulation (EU) 2015/61 of 10 October 2014 to supplement Regulation (EU) 575/2013 with regard to liquidity coverage requirement for Credit Institutions, OJL11, 17.1.2015.
- Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC, Official Journal of the European Union, L 176/338.
- Guidelines on retail deposits subject to different outflows for purposes of liquidity reporting under Regulation (EU) No 575/2013, on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Capital Requirements Regulation - CRR) , EBA/GL/2013/01, European Banking Authority, 06.12.2013.
- Liquidity Coverage Requirement Delegated Act: Frequently Asked Questions , Memo, European Commission, Brussels, 10 October 2014.
- Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012, Official Journal of the European Union, L 176/1.
- Global Financial Stability Report: Containing Systemic Risks and Restoring Financial Soundness , World Economic and Financial Surveys, International Monetary Fund, April 2008.
- Report on appropriate uniform definitions of extremely high quality liquid assets (extremely HQLA) and high quality liquid assets (HQLA) and on operational requirements for liquid assets under Article 509(3) and (5) CRR , European Banking Authority, 20 December 2013.
- Report on impact assessment for liquidity measures under Article 509(1) of the CRR , European Banking Authority, 20 December 2013.
- Drehmann, M., Nikolaou, K. (2009): Funding liquidity risk. Definition and measurement, Working Paper Series , No 1024/March, European Central Bank.
- Cytowane przez
- ISSN
- 1429-2939
- Język
- eng
