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BCBS FAQs on liquidity risk treatment of settled-to-market derivatives

By Jack Prettejohn (UK) on September 21, 2018
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On 20 September 2018, the Basel Committee on Banking Supervision (BCBS) published responses to FAQs relating to the treatment of settled-to-market derivatives under the liquidity coverage ratio and net stable funding ratio. The FAQ responses clarify that the liquidity risks associated with settled-to-market derivatives are the same as those for more conventional collateralised-to-market derivatives, and should therefore be treated in an equivalent manner.

Photo of Jack Prettejohn (UK) Jack Prettejohn (UK)
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  • Posted in:
    Financial, International
  • Blog:
    Financial services: Regulation tomorrow
  • Organization:
    Norton Rose Fulbright
  • Article: View Original Source

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