Basel III: solving the liquidity business challenge

Robert Fiedler () and Michael Mahlknecht ()
Additional contact information
Robert Fiedler: Liquidity Risk Corp., http://www.liqrisk.com
Michael Mahlknecht: Erste Group Bank, http://www.erstegroup.com/en/

Journal of Financial Transformation, 2013, vol. 37, 77-94

Abstract: The new Basel III rules for liquidity and funding will have an impact on several areas of the banking business. As a consequence, it is useful to identify the key areas within a bank where Basel III has the biggest impact and to define the necessary strategies, processes, and new products to tackle the individual business challenges. While this allows the consideration of specific topics, a well-structured and consistent approach requires a general and overarching view, which encompasses and integrates all individual areas. The paper gives an overview of the strategies that banks all over the world are currently discussing; focusing on funds transfer pricing (FTP), the active steering of LCR and NSFR, deposit analysis and according strategies, as well as assets and investment products. Finally a structured approach for the strategic analysis and implementation of business changes is briefly outlined.

Keywords: Basel III; liquidity; funding; FTP; funds transfer pricing; LCR; NSFR (search for similar items in EconPapers)
JEL-codes: G11 G21 G24 (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:ris:jofitr:1557

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