Frequently asked questions on the liquidity risk treatment of settled-to-market derivatives
By Bank for International Settlements (BIS)
The Basel Committee on Banking Supervision has consolidated and published frequently asked questions (FAQs) clarifying how settled-to-market (STM) derivatives should be treated under the Basel III liquidity standards, including the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).
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