BANKING RISK 28: BASEL III - INTERNATIONAL FRAMEWORK FOR LIQUIDITYRISK EXPOSURE MEASUREMENT

Expert article
Autor: Vesna Matić PhD

Summary: The world financial crisis has reminded that the policy of higher profitability, as the source of capitalization and the better capital adequacy of a bank, has to be managed in such a way as not to jeopardize the liquidity. Basel Committee has reacted on such developments by publishing Principles for Sound Liquidity Risk Management and Supervision in 2008.

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