6533b837fe1ef96bd12a2dbf

RESEARCH PRODUCT

THE BASEL III APPROACH ON LIQUIDITY RISK

Sbarcea Ioana Raluca

subject

jel:G21jel:F33liquidity risk indicators

description

The Basel III agreement has emerged due to the need for a more efficient risk management in banking in order to prevent banking crises. The vision presented by Basel III and then taken over by European regulations is much stricter than earlier agreements, one of the novelties brought by this agreement being the introduction of indicators to monitor the liquidity risk. Through this work we aim to perform an analysis on how to determine the indicators, because in general, these indicators are present only in their synthetic shape but the practical determination is complex and causes difficulties, particularly for small banks.

http://economice.ulbsibiu.ro/revista.economica/archive/suplimente/67S16sbarcea.pdf