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BIS recommends more detailed monitoring of liquidity risks

LONDON (Reuters) – Banking supervisors must ensure that individual bank entities have sufficient liquidity, rather than just monitoring risks at group level, the Bank for International Settlements (BIS) said on Friday. in a study on the turbulence experienced by the sector in 2023.

In a report addressed to G20 finance ministers and central bank governors, the Basel-based institution, the main central bank coordinating body on monetary policies and financial stability, believes that current supervisory tools are generally adapted and that liquidity regulations alone cannot prevent all banking crises in the era of digital banking and easy access to information.

The takeover of Credit Suisse by its competitor UBS as part of a merger led in 2023 by the Swiss authorities, forced to intervene and implement a rescue plan to avoid a crisis of confidence in the financial system, posed the question of adapting liquidity rules resulting from the financial crisis to the situation.

These rules did little to avoid the difficulties of last year, during which the Swiss bank’s customers withdrew their deposits at an unprecedented rate, particularly at its local subsidiary.

Introduced after the 2008 financial crisis, the liquidity coverage ratio (LCR), which requires banks to have sufficient outstanding liquid assets that can be converted into cash, in the event of a financial crisis. liquidity over a 30-day period, has become a key indicator of banks’ ability to meet liquidity demands.

The BIS report points out, however, that supervisors could strengthen their supervision by improving the frequency of reporting on bank liquidity, providing more details on how banks are financed and applying the tools to individual entities. among other recommendations.

In Switzerland, new liquidity rules came into force this year, requiring UBS to set aside more cash in case of a stressed situation, but the Swiss government has said liquidity requirements should be addressed at the international level.

“One of the key lessons to be learned from the banking turmoil of 2023 – particularly with regard to Credit Suisse’s difficulties – is therefore the importance for supervisors to monitor risk dynamics across the group (including understood at the level of individual entities and/or subgroups)…”, the BIS said in its report.

(Written by Tommy Reggiori Wilkes and Stefania Spezzati, French version Diana Mandiá, edited by Blandine Hénault)

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