An assessment of UK banking liquidity regulation and supervision

An assessment of UK banking liquidity regulation and supervision

This thesis assesses UK banking liquidity regulation and supervision and the Basel liquidity requirements, and models banks' liquidity risk. The study reveals that the FSA's risk-assessment framework before 2008 was too general without specifically considering banks' liquidity risk (a...

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Bibliographic Details
Main Author: Meilan Yan
Format: Default Thesis
Published: 2013
Subjects:
Other commerce, management, tourism and services not elsewhere classified
Liquidity regulation
UK FSA
Basel III
UK balance sheet analysis
Liquidity coverage
Net cash capital
Exposure-based CFaR
Risk management
Funding pressure
Cost-benefit analysis
Tangible common equity capital
Business and Management not elsewhere classified
Online Access:https://hdl.handle.net/2134/12666
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https://hdl.handle.net/2134/12666

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