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Capital Allocation for Liquidity Risk under Pillar II
If the LCR is less than 100% how can I calculate the additional required capital to cover this liquidity risk?- s.alkhatib
- Post #3
- Forum: P2.T7. Basel II & Regulatory
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Capital Allocation for Liquidity Risk under Pillar II
Hello, Can the LCR and NSFR be used to calculate capital requirement for liquidity risk?- s.alkhatib
- Thread
- Replies: 3
- Forum: P2.T7. Basel II & Regulatory