Basel III liquidity regime ─ More practical but not yet workable

January 2013


On January 7th, the Basel Committee on Banking Supervision ("BCBS") issued a finalized standard on the Liquidity Coverage Ratio (“LCR”), a short-term liquidity measure that considers a 30-day period of liquidity stress. The LCR forms one of the key components of the Basel III reform package.

This FS Regulatory Brief summarizes the key changes to the LCR from the original BCBS proposal, and provides an early assessment of its US implementation and impact on financial institutions.

To read this FS Regulatory Brief, please click here.

Contact us

Dan Ryan
US Banking and Capital Markets Leader
Tel: +1 (646) 471 8488

Alison Gilmore
US Asset and Wealth Management Marketing Leader
Tel: +1 (646) 471 0588