Prudential Regulation (2): Liquidity Requirements

Christos V. Gortsos ()
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Christos V. Gortsos: National and Kapodistrian University of Athens

Chapter Chapter 4 in The European Banking Regulation Handbook, Volume II, 2025, pp 223-254 from Springer

Abstract: Abstract Chapter 4, on “Prudential Regulation (2): Liquidity Requirements”, deals with the system of the CRR rules under the (catalytic again) impact of international financial standards (Basel III regulatory framework) in that field; the key provisions of the CRR and of Commission Delegated Regulation (EU) 2015/61 on the liquidity coverage ratio (LCR) and in particular the regulatory treatment of liquidity outflows (including the treatment of retail deposits and of wholesale deposits) and the regulatory treatment of liquidity inflows; and the provisions of the CRR on the net stable funding ratio (NSFR), including those on available stable funding (ASF), required stable funding (RSF), the derogation for small and non-complex institutions (SNCIs), and the available and required stable funding for the simplified calculation of the NSFR.

Keywords: Basel III regulatory framework; CRR; Liquidity requirements; Liquidity coverage ratio (LCR); High-quality liquid assets (HQLA); Liquidity outflows; Retail deposits; Wholesale deposits; Liquidity inflows; Net stable funding ratio (NSFR); Available stable funding (ASF); Required stable funding (RSF); Unencumbered assets (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-90940-5_4

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DOI: 10.1007/978-3-031-90940-5_4

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