2025年2月28日 · Liquidity coverage ratio (LCR) is a requirement under Basel III accords whereby banks must hold sufficient high-quality liquid assets to cover cash outflows for 30 days.

The Committee has developed the Liquidity Coverage Ratio (LCR) to promote the short-term resilience of the liquidity risk profile of banks by ensuring that they have sufficient high-quality liquid assets (HQLA) to survive a significant stress scenario lasting 30 calendar days.

2024年4月9日 · The Basel Committee has designed two liquidity ratios to ensure that financial institutions have sufficient liquidity to meet their short-term and long-term obligations: LCR and NSFR. These two requirements are intended to reduce risks in …

This document presents one of the Basel Committee’s1 key reforms to develop a more resilient banking sector: the Liquidity Coverage Ratio (LCR). The objective of the LCR is to promote the short-term resilience of the liquidity risk profile of banks.

2023年3月29日 · Banks use the LCR to ensure that an adequate proportion of high-quality liquid assets are available to fulfill total net cash outflows over the next 30 calendar days. This makes it more of a short-term solution to possible liquidity problems. The Liquidity Coverage Ratio is an integral part of the regulations banks must observe.

2013年1月7日 · The LCR is an essential component of the Basel III reforms, which are global regulatory standards on bank capital adequacy and liquidity endorsed by the G20 Leaders. The LCR promotes the short-term resilience of a bank's liquidity risk profile.

2017年10月23日 · Question: The LCR rule allows "foreign [central bank] withdrawable reserves" to be included as level 1 liquid assets if they can be withdrawn without restriction from a central bank. May deposits held at a foreign central bank that may be freely used as collateral qualify as "foreign withdrawable reserves" under the LCR rule?

Among the suite of measures introduced under the Basel III framework, the Liquidity Coverage Ratio (LCR) emerged as a critical tool. Designed to ensure banks maintain adequate high-quality liquid assets (HQLA) to withstand short-term liquidity shocks, the LCR has become a cornerstone of prudent banking operations.

The LCR attempts to protect banks against short-term, severe liquidity stress events by mandating that they hold enough high-quality liquid assets (HQLA) to cover expected net cash outflows dur-ing a 30-day stress period. In theory, banks with an LCR of at least 100 percent have enough liquidity to

2017年10月23日 · The LCR rule was adopted by the agencies in September 2014 and implements a quantitative liquidity requirement consistent with the standard established by the Basel Committee on Banking Supervision.