Liquidity risk management in banks under basel III criteria and reflections on the Turkish banking sector

After the global financial crisis in 2008, the Basel Committee is designated by the Basel III banking regulations are insufficient in mind criteria. This arrangement is Liquidity Coverage Ratio (LCR) and Net Stable Funding ratio (NFSR) has given the new concepts such as leverage and capital buffer that is defined by the elements such as liquidity risk management and counterparty credit risk changes in editing. In this study, the Basel III criteria to be examined in a comprehensive manner the innovations brought by the management of the liquidity risk, the effects on the banking system, these criteria are examined. 2019 progressively implementing the prescribed criteria completely, and the similarity of the Turkish banking system rules are applied to many of them. Accordingly, the process of Basel III will not generate pressure on Turkish banks, but the balance of liquidity in case of liquidity risk management systems the degradation of development has emerged the necessity.