Archives: Basel Committee on Banking Supervision

Subscribe to Basel Committee on Banking Supervision RSS Feed

RMBS can form part of the Basel III liquidity buffer. Some good news for the structured finance industry.

The Basel Committee on Banking Supervision announced yesterday that it had finalised the rules for the Liquidity Coverage Ratio or LCR i.e. the main mechanic for regulating liquidity in the Basel III package of reforms. The LCR requires that a bank hold a sufficient stock of “High Quality Liquid Assets” to meet its net cash outflows … Continue Reading

Basel Committee proposes changes to the Basel II securitisation framework – what does this mean for new issuance?

A new consultation paper  published earlier this week by the Basel Committee on Banking Supervision will inevitably cause uncertainty and is likely to affect investment decisions long before the new rules take effect. The paper sets out the Committee’s proposal to revise the treatment of securitisation exposures and is largely inspired by the belief that … Continue Reading
LexBlog