IMF paper assesses Basel III liquidity buffer measure


A working paper published by the International Monetary Fund (IMF) in August proposes an alternative systemic risk model, designed to run alongside Basel III in determining banks' liquidity buffers.

Basel III proposes larger liquidity buffers for banks in order to lower the risk that multiple institutions will simultaneously face liquidity shortfalls. The author, Andreas Jobst, says this does not adequately account for the interconnectedness of institutions and their funding structures.


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