Fitch银行流动性研究报告.pdf

Financial Institutions  Global  Improving Bank Liquidity Special Report  Standards  Analysts  Executive Summary Gordon Scott +44 20 7417 4307 This report places the Basel Committee’s recent liquidity proposals in the gordon.scott@ context of Fitch Ratings’ evolving approach to liquidity analysis and guidelines Gary van Vuuren announced by regulatory bodies in two major banking systems — the UK and the +44 20 7417 3550 US. The report incorporates a QA, which discusses some of the key analytical gary.vanvuuren@ challenges in assessing liquidity generally as well as those arising from these Will Knight particular initiatives. +44 20 7417 4236 will.knight@ The implementation of stricter liquidity criteria will intuitively result in improved bank and banking system safety, but Fitch recognises that the Julia Peach +44 020 7682 7433 unintended consequences (driven by the impact on profitability) could include a julia.peach@ change in an individual bank’s risk appetite or competitive position, and the Christopher D. Wolfe agency will assess the trade‐off between these dynamics on a case‐by‐case +1 212‐908‐0771 basis. christopher.wolfe@  Liquidity is a critical component of an analysis of a bank’s creditworthiness, as a Related Re