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The Basel Iii Approach On Liquidity Risk

Author

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  • SBARCEA Ioana Raluca

    (Lucian Blaga University of Sibiu)

Abstract

The Basel III agreement has emerged due to the need for a more efficient risk management in banking in order to prevent banking crises. The vision presented by Basel III and then taken over by European regulations is much stricter than earlier agreements, one of the novelties brought by this agreement being the introduction of indicators to monitor the liquidity risk. Through this work we aim to perform an analysis on how to determine the indicators, because in general, these indicators are present only in their synthetic shape but the practical determination is complex and causes difficulties, particularly for small banks.

Suggested Citation

  • SBARCEA Ioana Raluca, 2015. "The Basel Iii Approach On Liquidity Risk," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 67(Supplemen), pages 161-172, September.
    • Handle: RePEc:blg:reveco:v:67:y:2015:i:supplement:p:161-172
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    More about this item

    Keywords

    liquidity; risk; indicators;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
    • F65 - International Economics - - Economic Impacts of Globalization - - - Finance

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