THE BASEL III APPROACH ON LIQUIDITY RISK

SBÂRCEA Ioana Raluca, Lucian Blaga University of Sibiu

Abstract:
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.

Keywords: liquidity, risk, indicators

JEL Classification: G21, F33, F65

Volume: 67, Issue: Supplement

Pages: 161 - 172

Publication date: September, 2015

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

”Cite