Bank Liquidity Regulation Before the Global Financial Crisis

Laura Chiaramonte ()
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Laura Chiaramonte: Università Cattolica del Sacro Cuore

Chapter Chapter 5 in Bank Liquidity and the Global Financial Crisis, 2018, pp 99-129 from Palgrave Macmillan

Abstract: Abstract Chiaramonte provides an overview of bank liquidity regulations before the GFC. Focusing on both the Basel I and II Accord (of 1988 and 2004, respectively) and on the failure of the Basel Committee on Banking Supervision (BCBS) to foresee banking liquidity risk, the chapter analyzes the main aims of liquidity risk management and its principal components. It ends with an analysis of role of supervisors in liquidity risk management.

Keywords: Liquidity risk management process; Liquidity governance model; Operating limits system; Liquidity risk measurement; Liquidity risk disclosure (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:pal:pmschp:978-3-319-94400-5_5

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DOI: 10.1007/978-3-319-94400-5_5

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