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.

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Prudential Regulation (2): Liquidity Requirements

  • Christos V. Gortsos

摘要

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.