ALA: Difference between revisions
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imported>Doug Williamson (Create the page. Source: BIS http://www.bis.org/publ/bcbs238.pdf) |
imported>Doug Williamson (Mend link.) |
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== See also == | == See also == | ||
* [[ | * [[Credit Quality Step]] (CQS) | ||
* [[ | * [[High Quality Liquid Assets]] (HQLAs) | ||
* [[Liquidity Coverage Ratio]] | * [[Liquidity Coverage Ratio]] | ||
* [[Liquidity risk]] | * [[Liquidity risk]] | ||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
[[Category:Liquidity_management]] | |||
Latest revision as of 11:52, 25 June 2022
Bank regulation - Liquidity Coverage Ratio.
Alternative Liquidity Approaches.
For the purposes of calculating the Liquidity Coverage Ratio, ALA treatment may be available for banks which have domestic currencies in which there are not enough HQLAs denominated in that domestic currency.
ALA treatment would allow HQLAs to be defined in alternative ways, while still satisfying prudential requirements.
