On 7 January 2013 the Basel Committee on Banking Supervision (BCBS) issued a finalised standard on the Liquidity Coverage Ratio (LCR). The LCR forms one of the key planks of the Basel III reform package.
This note summarises the key changes to the LCR, and provides an initial assessment of the impact of these changes.
|Jan 2013||Basel III and beyond: Revised Liquidity Coverage Ratio|
|Dec 2011||Basel III and beyond: The trillion dollar question|
|Jan 2011||A Practitioner's Guide to Basel III and Beyond|