11/11/2015 12:00 p.m. - 01:00 p.m. EST
Corporate Finance | Capital Markets, Financial Services, and Finance
Peter J. Green and Jeremy C. Jennings-Mares
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Basel III introduced, for the first time, a global framework for liquidity regulation in addition to bank capital. Its liquidity framework comprises the Liquidity Coverage Ratio (LCR), which requires banks to hold sufficient high-quality liquid assets to survive a 30-day stress period and the Net Stable Funding Ratio (NSFR), providing a framework for a longer-term liquidity model. This seminar focuses, in particular, on how this new liquidity framework is likely to impact on structured finance and securitization transactions globally.
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