The current regulatory and macroeconomic environment has had a profound impact on the liquidity standards of banks and their corporate clients, creating…
By Sascha Petrusev, Head of Liquidity & Investment Products Americas, Global Transaction Banking, Deutsche Bank|September 28, 2015 at 08:00 PM
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The current regulatory and macroeconomic environment has had a profound impact on the liquidity standards of banks and their corporate clients, creating a heightened need for corporations to re-evaluate their approach to cash forecasting.
The interconnectivity between banks and their corporate clients has resulted in corporations feeling the downstream effects of regulation in the banking sector, most specifically Basel III’s Liquidity Coverage Ratio (LCR). The new LCR has created a paradigm shift in the value of client deposits, with different treatment applied across client types (e.g., corporations vs. financial institutions) and balance types (e.g., operating vs. non-operating).
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