BIS' Basel Committee on Banking Supervision provides regulatory standards for liquidity risk supervision. Which of the following are among the new ratios required to be maintained by large DIs?
I. Liquidity coverage ratio
II. Net stable funds ratio
III. Financing gap over total asset ratio
IV. Core deposits over financing gap ratio

Question

Quizplus · Accepted Answer

The Basel Committee on Banking Supervision requires large DIs to maintain liquidity coverage ratio and net stable funds ratio, which are included in choices I and II. Choices III and IV are not new ratios required by the committee.

BIS' Basel Committee on Banking Supervision Provides Regulatory Standards for Liquidity