Industry Queries Basel Liquidity Plan

19 Aug 2013

Proposals by the Basel Committee on Banking Supervision to incorporate market liquidity risk into the trading book capital framework by classifying risk into buckets of differing liquidity are too simplistic and may add unnecessary complexity into the framework, according to industry participants.

Proposals by the Basel Committee on Banking Supervision to incorporate market liquidity risk into the trading book capital framework by classifying risk into buckets of differing liquidity are too simplistic and may add unnecessary complexity into the framework, according to industry participants.

George Handjinicolaou, deputy ceo of the International ...

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