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Why is liquidity risk regulated?
09/05/2022 -Why is liquidity risk regulated? According to the Basel Committee, it is the liquidity risk in internationally active banks that should be regulated.[4] See inter alia Basel Committee on Banking Supervision (2013). Note that the Basel...
Introduction
09/05/2022 -Introduction Turbulence on financial markets can make banks reluctant to assume counterparty risk and hence avoid lending to each other. This can lead to a liquidity shortage at one or several banks, which might then find it difficult to meet...
How have the banks’ cash flows been affected by LCR and NSFR?
09/05/2022 -How have the banks’ cash flows been affected by LCR and NSFR? Diagram 4 describes the cumulative net cash flow in the same way as in Diagram 3, but aggregated here for the five large banks in Sweden. The diagram data is based on a monthly...
Different views of the liquidity reserve
09/05/2022 -Different views of the liquidity reserve The liquidity metrics LCR and NSFR define a liquidity reserve; that is, the assets that are considered able to generate immediate liquidity, no matter what their maturity is. An example is a government...
Appendix – Assumptions in the scenario
04/07/2022 -Appendix – Assumptions in the scenario In the scenario, it is assumed that Swedish government bond rates are compatible with the expected policy rate (according to the so-called expectations hypothesis) and that maturity premiums are in line...
Summary
09/05/2022 -Summary In this study, we show that the banks optimise their liquidity position at the points in time on which the international liquidity metrics LCR and NSFR are focused. At other times, the banks demonstrate higher liquidity risks. To...
DLC for the large banks in Sweden
09/05/2022 -DLC for the large banks in Sweden Diagram 5 shows a DLC time series for the five large banks in Sweden, anonymised, calculated according to Formula 1. The levels have been fairly stable since March 2018, usually between 10 and 40 per cent, but...
Could the banks cope with large deposit outflows? Assessment according to a new liquidity metric
09/05/2022 -Could the banks cope with large deposit outflows? Assessment according to a new liquidity metric...
Liquidity risk and regulations
09/05/2022 -Liquidity risk and regulations...
Financial services combined with new technology
19/05/2022 -Financial services combined with new technology As a combination and abridgement of ‘financial’ and ‘technology’, the meaning of the term ‘fintech’ is clear. A number of authorities and international forums have developed definitions of fintech.