IDEAS home Printed from https://ideas.repec.org/p/bku/doctra/2010017.html
   My bibliography  Save this paper

Basilea II. Revisión de principios y propuesta de indicadores de liquidez. Aplicaciones al sistema financiero local

Author

Listed:
  • Fabrizio Clemata
  • Mariana Bartet

Abstract

The recent financial market turmoil showed how certain types of assets can lose the liquidity that they normally have and how quickly and severely some sources of funding can evaporate. In this framework, the Basel Committee approved two documents. One document refers to the update of the principles for appropriate liquidity risk management, and the other document presents two metrics to measure the liquidity risk: the former, “short-term”, focuses on a bank's ability to withstand a one month stress event and the later, “long term”, tries to measure the persistence of the sources of funding in relation to the requirements arising from the operation of the institution. This paper analyses the two documents from a local perspective and attempts a measurement of the two metric proposals to the local financial system.

Suggested Citation

  • Fabrizio Clemata & Mariana Bartet, 2010. "Basilea II. Revisión de principios y propuesta de indicadores de liquidez. Aplicaciones al sistema financiero local," Documentos de trabajo 2010017, Banco Central del Uruguay.
    • Handle: RePEc:bku:doctra:2010017
    as

    Download full text from publisher

    File URL: https://www.bcu.gub.uy/Estadisticas-e-Indicadores/Documentos%20de%20Trabajo/17.2010.pdf
    File Function: First version, 2010
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bku:doctra:2010017. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Biblioteca Especializada (email available below). General contact details of provider: https://edirc.repec.org/data/bcugvuy.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.