Intraday risk management: It is about more than just liquidity?
Ashley Dowson
Journal of Payments Strategy & Systems, 2016, vol. 10, issue 1, 40-49
Abstract:
Since 2008, regulators have focused on liquidity, as much as on capital, in strengthening the banking sector. New regulations focus on intraday liquidity risk, but also on credit. If this has been a long journey, then it must surely come to an end soon. Will regulators and bankers tire of the effort? And is there any business benefit in compliance?
Keywords: intraday liquidity risk; credit risk; BCBS 248; BCBS 283; correspondent banking (search for similar items in EconPapers)
JEL-codes: E5 G2 (search for similar items in EconPapers)
Date: 2016
References: Add references at CitEc
Citations:
Downloads: (external link)
https://hstalks.com/article/1037/download/ (application/pdf)
https://hstalks.com/article/1037/ (text/html)
Requires a paid subscription for full access.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:aza:jpss00:y:2016:v:10:i:1:p:40-49
Access Statistics for this article
More articles in Journal of Payments Strategy & Systems from Henry Stewart Publications
Bibliographic data for series maintained by Henry Stewart Talks ().