EBA PUBLISHED AMENDED IMPLEMENTING TECHNICAL STANDARDS ON LCR

The EBA (European Banking Authority) published Final draft implementing technical standards (ITS) on Liquidity Coverage Ratio (LCR) Reporting on 24 June 2015. 
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BASEL COMMITTEE CONSULTS ON INTEREST RATE RISK IN THE BANKING BOOK

The Basel Committee on Banking Supervision issued in June 2015 a consultative document on Interest rate risk in the banking book (IRRBB).
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Basel Committee publishes NSFR disclosure standards

The Basel Committee on Banking Supervision issued yesterday, on 22 June 2015, the final Net Stable Funding Ratio (NSFR) disclosure standards. The document follows the consultative document with the same title published in December 2014, and finalises the detailed disclosure templates for required information. The disclosure standards aim to harmonise and improve transparency and consistency regarding NSFR.
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MORS Software in FX-MM interview on Liquidity, ALM and Regulation

MORS Software Partner, Peter Serlachius, was interviewed by FX-MM in the June 2015 issue when the magazine focused on Intra-day liquidity risk management.
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EBA publishes final Guidelines on contributions to deposit guarantee schemes and on payment commitments

The European Banking Authority (EBA) published its Guidelines on contributions and payment commitments to deposit guarantee scheme on 28 May 2015. The guidelines aim at helping to ensure consistent application of the new funding mechanisms provided for in the new Deposit Guarantee Schemes Directive (DGSD).
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MORS SOFTWARE LAUNCHES THE 2015 LIQUIDITY RISK MANAGEMENT SURVEY

The development of liquidity risk management continues in banks, and the demand for intra-day and real-time functionalities is increasing. Real-time capacity is essential especially in stress testing for producing Regulatory Stress Metrics, Internal Metrics and Rating Agency Metrics. Furthermore, the ability to forecast, optimise and steer the Stress Metrics is gaining importance.
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