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Prudential regulation of banking book liquidity risk is dealt with by the Basel Committee (Basel...

Prudential regulation of banking book liquidity risk is dealt with by the Basel Committee (Basel II / Basel III) in the context of:

A.

capital adequacy regulations in Pillar 1

B.

market risk and Tier 3 capital elements

C.

internal management procedures subject to supervisory review in Pillar 2

D.

market discipline, disclosure and transparency in Pillar 3

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