The Assessment of the Net Stable Funding Ratio (NSFR) Value. Evidence from the Financial Crisis

The Assessment of the Net Stable Funding Ratio (NSFR) Value. Evidence from the Financial Crisis

The recent financial crisis has shown how rapidly and acutely liquidity risk, in terms of both market liquidity risk and funding risk, can manifest itself in financial markets and how it can affect banks’ stability and indeed the entire financial system. This has highlighted the need to pay more att...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Chiaramonte, Laura, Casu, Barbara, Bottiglia, Roberto
Format: Buchkapitel
Sprache:eng
Schlagworte:
Banking
Basel Committee
Commercial Bank
Corporate finance
Finance
Liquidity Risk
Saving Bank
Stable Funding
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Beschreibung
Zusammenfassung:The recent financial crisis has shown how rapidly and acutely liquidity risk, in terms of both market liquidity risk and funding risk, can manifest itself in financial markets and how it can affect banks’ stability and indeed the entire financial system. This has highlighted the need to pay more attention to liquidity risk and its interactions with other banking risks.
DOI:10.1057/9781137001863_6