Monthly Archives: April 2015

19 AprIntraday Liquidity – Trap #2

New rules. BCBS 248. Last week, the focus was on meeting requirements and being in line with the principles. This week, how to go about that and what it could cost. Be prepared to be shocked. Once you have understood that dealing with BCBS 248 is about more than just another month-end report, then the […]

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12 AprIntraday Liquidity – Trap #1

New rules. BCBS 248. This important tome for the banking regulators Swiss refugium in Basel asks for a lot of things, which are gradually being implemented by the national regulators. Preparing for a course I am giving, I stumbled across several traps that need illuminating. This week: requirements vs. principles. The frequency of the reporting […]

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