Risk: Banks will not use NSFR to judge funding risk

Bankers say they have little intention of using new rules governing structural liquidity as a framework for judging their economic risks internally, because the calibration is too poor to be helpful. The Basel net stable funding ratio (NSFR) was supposed to enter into force this year, but neither the European Union nor the US have completed their national drafting of the regulation.

“I wouldn’t personally look at NSFR to judge the funding structure of any bank,” said Damian Harland, global head of liquidity risk management, HSBC.

The full article is available at https://www.risk.net/regulation/5980146/banks-will-not-use-nsfr-to-judge-funding-risk

Related Posts

Previous Post
CPMI releases latest Red Book payments statistics in new interactive format
Next Post
Ropes & Gray: Considerations for the Buy Side on the ISDA 2018 U.S. Resolution Stay Protocol

Fill out this field
Fill out this field
Please enter a valid email address.


Reset password

Create an account