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

ACI 3I0-012 Full Course Access
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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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