The Implementation Of Basel Ⅲ Of A Bank

The outbreak of the global financial crisis in2007was a severechallenge to the Basel II as the core framework of modern bankingsupervision system in the commercial banks’ liquidity risk management.Missing early warning and prevention mechanisms forced the BaselCommittee to speed up the reform pace of liquidity risk management, andultimately in the end of2010launched the Basel III, which marks theglobal commercial bank liquidity risk management into a new phase.Many new ratios were introduced by the Basel III, this thesis is goingto introduce them, especially describe two important ratios: NSFR and LCR,compare with CBRC’s Administrative Measures for the Capital ofCommercial Banks (for Trial Implementation). When calculate ratios asNSFR and capital accord, predict future ratio and compare with other banks’data, all these work will be based on a real bank’s financial reports. This thesis not only summarizes the importance of the "Basel III" on thebanking industry’s overall liquidity risk management and other aspects to, butalso raises some possible future problems in the development of China’sbanking regulatory system.