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Basel III – Liquidity Risk Standards

This video discusses the two liquidity standards developed by the Basel Committee for internationally active banks as a part of Basel III Liquidity Risk Framework. Both these standards have separate but complimentary objectives for supervisors to use in liquidity risk supervision. Basel III is a global standard for capital adequacy, and liquidity risk developed by

Fed endorses Basel III capital requirements for Wall Street

“The crisis was not a natural disaster, but the result of high risk, complex financial products; undisclosed conflicts of interest; and the failure of regulators, the credit rating agencies, and the market itself to rein in the excesses of Wall Street. The overwhelming evidence is that those institutions deceived their clients and deceived the public,

Summary of Basel III – What You Must Know

Basel III norms are a new set of banking rules developed by the Basel Committee on Banking Supervision of BIS. The objective of the Basel III accord is to strengthen the regulation, supervision and risk management of the banking sector. The new rules prescribe how to assess risks, and how much capital to set aside