This page provides links to regulation, guidelines, speeches and announcements from national and supranational regulators relating to banking liquidity risk.

Basel

Basel Committee Liquidity page

Basel III:  A global regulatory framework for more resilient banks and banking systems

Monitoring tools for intraday liquidity management

EU

European Banking Authority (EBA) Liquidity Risk page

CRD IV

U.S.

Risk-Based Capital Guidelines: Implementation of Capital Requirements for Global Systemically Important Bank Holding Companies, Regulation Q

Federal Reserve Board, July 20, 2015, “Calibrating the GSIB Surcharge”

Tarullo D.K., Speech at the Clearing House, November 20, 2014, "Liquidity Regulation"

Federal Reserve Board, "Liquidity Coverage Ratio: Liquidity Risk Measurement Standards", Regulation WW

Tarullo D.K., Dodd-Frank Implementation speech before the Committee on Banking, Housing, and Urban Affairs, U.S. Senate, Washington, D.C. (September 2014)

Fischer S., Vice Chairman Federal Reserve Board, Speech July 10, 2014,  Martin Feldstein Lecture, NBER “Financial Sector Reform: How Far Are We"

Yellen J. speech at the Federal Reserve Bank of Atlanta's 2014 Financial Markets Conference, Atlanta, Georgia (April 2014)

SEC §270.2a-7 Money market funds. (Oct 2016)

Federal Reserve System” Regulatory Capital Rules: Implementation of Capital Requirements for Global Systemically Important Bank Holding Companies” (Jan 2017)

Quarles Randal K. Vice Chairman for Supervision Board of Governors of the Federal Reserve System “Liquidity Regulation and the Size of the Fed’s Balance Sheet” Highlighted (May 2018)

Quarles Randal K. Vice Chairman for Supervision Board of Governors of the Federal Reserve System “Getting It Right: Factors for Tailoring Supervision and Regulation of Large Financial Institutions” Highlighted (July 2018)

Office of Financial Research (OFR) Money Market Fund Monitor

Office of Financial Research (OFR) GSIB Scores Interactive Chart

UK"

Prudential Sourcebook for Bank, Building Societies and Investment Firms Liquidity standards (BIPRU 12)

Canada

Office of the Superintendent of Financial Institutions (OSFI) Liquidity Adequacy Requirements: Chapter 4 Net Cumulative Cash-Flow

Australia

Discussion Paper Basel III liquidity — the net stable funding ratio and the
liquid assets requirement for foreign ADIs

Prudential Standard APS 210 Liquidity

Byres Wayne, Chairman Australian Prudential Regulation Authority “REGULATION: RESPONDING TO MARKET CHANGE OR DRIVING IT?” Sept 2015