The Liquidity Risk Book


Go to the website of Incisive Media (RiskBooks)

Prepare for the Management of the Liquidity Coverage Ratio (LCR) of Basel III

We help you define a management process ensuring the bank’s ability to successfully meet the LCR requirements i.e. internal reporting requirements for the LCR, necessary balance sheet information, internal responsibilities and authorization, required management tools (e.g. Forward LCR including the necessary balance sheet simulation), decision rules and optimization.