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BIS's Wellink outlines Basel II amendments

The Basel Committee will review the capital charges for collateralised debt obligations (CDOs) set out in the Basel II framework, said Nout Wellink, the president of the Netherlands Bank and chairman of the committee.

Central banks to review liquidity rules

Central banks are collectively considering alterations to the provision of emergency liquidity, Paul Tucker, the executive director responsible for markets at the Bank of England, said at a conference organised by the Financial Markets Group of the…

Research uncovers reasons for interbank spreads

The recent sharp rise in the risk premium contained in three-month interbank rates points to the importance of liquidity factors for banks' day-to-day quoting behaviour, research published by the Bank for International Settlements finds.

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