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Committees at the Bank for International Settlement (BIS)
A Framework For Measuring And Managing Liquidity
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In its work on the supervision of liquidity, the Basle Committee has focused on developing a greater understanding of the way in which international banks manage their liquidity on a global basis, on the premise that supervision of liquidity is particularly effective if based on a dialogue between bank and supervisor. This paper brings together practice and techniques currently employed by major international banks in a single analytical framework. While no bank may follow this framework precisely, it is a model which is believed to be an example of current sound management practice and which could provide useful guidance to all banks.
The seventh ICBS provides an opportunity for other supervisory authorities to contribute to this work and it is the Committee's intention to prepare a revised version of this paper taking account of comments made at Cannes which could then be circulated to supervisory authorities worldwide with the possibility of it being made available through them to commercial banks.
I. Purpose of the analysis
II. Policy issues
III. A framework for measuring and managing liquidity
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Committees at the Bank for International Settlement (BIS)
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