Das Liquiditätsrisiko in Banken

In this book, the author deals with the current prudential regulation of liquidity risks. Following a comprehensive analysis of the liquidity requirements across all three pillars in the Basel framework, the book examines, among other things, the extent to which the quantitative liquidity requirements of the first Basel pillar can ensure adequate liquidity provision and whether the qualitative liquidity requirements of the second Basel pillar are suitable as a complementary set of measures. Finally, the book also includes a detailed assessment of the liquidity requirements in the overall context of the Basel framework and examines the extent to which the regulatory standards form a self-contained overall concept.