Basel -III

The new global framework for capital and liquidity risk management


In December 2010, the Banking Committee on Banking Supervision (BCBS) outlined the new Basel III rules, which provide a global regulatory framework for more resilient banks and banking systems. 

For banks these rules would mean a substantial change in the way capital adequacy and liquidity requirements are accessed. 

A detailed analysis of the Basel III liquidity rules and a comparison of these rules with the FSA's existing liquidity rules are provided in the document listed below.

Practitioner's documents:

1) An overview of the BCBS Liquidity Principles and Basel III (including the difference between the Basel III rules and FSA's currently liquidity rules).