Banking regulators from around the world endorsed the Basel Committee’s principles designed to improve liquidity risk management at a meeting in Brussels on Thursday.
Supervisors from central banks and bank regulators were meeting at the International Conference of Banking Supervisors hosted by the Belgian Banking, Finance and Insurance Commission and the National Bank of Belgium. At the meeting, they endorsed the principles, which set out to strengthen the measurement and management of liquidity risk, including: regular stress testing; aligning the risk-taking incentives of individual business lines with the liquidity risk exposures the activities create; actively managing intraday liquidity positions and risks to meet payment and settlement obligations; and, maintaining a cushion of unencumbered, high quality liquid assets as insurance against a range of stress scenarios.
Additionally, the principles discuss the role of public disclosure that enables market participants to make informed judgments about the soundness of a bank’s liquidity risk management framework and liquidity position. The role of supervisors is also highlighted, including the responsibility to intervene to require remedial action by a bank to address liquidity risk management deficiencies. The principles also stress the need for regular communication with other supervisors and public authorities, both within and across national borders.
Nout Wellink, chairman of the Basel Committee on Banking Supervision and president of the Netherlands Bank, stated that “the new liquidity principles should help promote better risk management in this key area. This will only be achieved, however, if there is robust and timely implementation by banks and supervisors. The committee will coordinate rigorous follow up by supervisors to ensure banks adhere to these fundamental principles.”
The committee also reported that it has begun a review of ways to promote more consistency in the implementation of global liquidity supervision for cross border banks.
Banking regulators endorse Basel Committee liquidity principles
The new liquidity principles should help promote better risk management, says insider
- By: James Langton
- September 25, 2008 September 25, 2008
- 09:53