Cao, Jin (contributor); Illing, Gerhard (contributor) - 2008
,thefirmhadacapitalcushionwellabove
whatisrequiredtomeetsupervisorystandardscalculatedusingtheBasel
II standard.
— Chairman Cox, SEC, Letter to Basel Committee in Support of New
Guidance on Liquidity Management, March … prin-
ciples are followed as best practice in liquidity management.
AccordingtotheBagehotprinciples …
compare the impact both of liquidity and capital requirements. To the best
of our knowledge, this is the first paper providing …