Date Added: Dec 2010
This paper seeks to investigate what post crisis principles; banks have taken in a bid to manage liquidity risk. Its basis is founded on the ground that, the financial liquidity market was greatly affected during the recent economic turmoil and financial meltdown; when liquidity management disclosure was imperative for confidence building in depositors and shareholders. The paper investigates Basel II pillar 3 disclosures on liquidity risk management in 20 of the top 33 world banks. Bank selection is based on available information, geographical balance and language permissibility.