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From Open Risk Manual
  • ...g the categories and concepts established in the Liquidity Coverage Ratio (LCR). In particular, the paper reviewed the literature on: deposits, loan commi ...lt primary sources, especially where it concerns legally binding rules and regulations.
    2 KB (266 words) - 11:50, 26 March 2021
  • <p>Both the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR) will be subject to an observation <li>The average LCR for Group 1 banks was 83%; the average for Group 2 banks was 98%.</li>
    9 KB (1,436 words) - 11:44, 26 March 2021
  • <p>Both the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR) will be subject to an observation <li>The average LCR for Group 1 banks was 83%; the average for Group 2 banks was 98%.</li>
    9 KB (1,415 words) - 11:44, 26 March 2021
  • <p>Both the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR) will be subject to an observation <li>The average LCR for Group 1 banks was 83%; the average for Group 2 banks was 98%.</li>
    9 KB (1,428 words) - 11:44, 26 March 2021
  • ...es other questions and answers pertaining to the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) of the rules text. Section 3 sets out * Keywords: [[Liquidity Risk]], [[Net Sufficient Funding Ratio]], [[LCR]], [[Level 1 Assets]], [[Level 2 Assets]], [[NSFR]], [[Liquidity Coverage R
    2 KB (328 words) - 11:44, 26 March 2021
  • ...- the Group of Central Bank Governors and Heads of Supervision (GHOS). The LCR is an essential component of the Basel III reforms, which are global regula <p class="Paragraph">The LCR promotes the short-term resilience of a bank's liquidity risk profile. It d
    3 KB (507 words) - 20:09, 23 April 2021
  • ...nthly basis from 1 January 2015 to coincide with the implementation of the LCR reporting requirements.</p> ...lt primary sources, especially where it concerns legally binding rules and regulations.
    3 KB (508 words) - 16:32, 4 April 2021
  • ...banks across Basel member jurisdictions will be required to publish their LCR according to a common template.</p> <p>In designing the disclosure standards for the LCR, the Basel Committee has balanced the benefits of promoting market discipli
    3 KB (407 words) - 11:45, 26 March 2021
  • ...rison of the revised LCR standard issued in January 2013 with the original LCR standard issued in December 2010.</p> ...LCR that met or exceeded a 100% minimum requirement, while 90% reported an LCR at or above a 60% minimum requirement.</p>
    6 KB (852 words) - 11:45, 26 March 2021
  • ...ty, improving the alignment of the NSFR with the Liquidity Coverage Ratio (LCR), and altering the calibration of the NSFR to focus greater attention on sh ...lt primary sources, especially where it concerns legally binding rules and regulations.
    3 KB (466 words) - 11:45, 26 March 2021
  • ...liquidity within the regulatory framework, and the interaction between the LCR and the provision of central bank facilities. The Committee has completed t <p>The Committee has issued final requirements for banks' LCR-related disclosures.These requirements will improve the transparency of reg
    2 KB (317 words) - 11:45, 26 March 2021
  • ...liquidity within the regulatory framework, and the interaction between the LCR and the provision of central bank facilities. The Committee has completed t ...rather, it helps supervisors assess whether assets are suitably liquid for LCR purposes.</p>
    2 KB (342 words) - 11:45, 26 March 2021
  • ...liquidity within the regulatory framework, and the interaction between the LCR and the provision of central bank facilities. The Committee has completed t ...ty Facilities (CLFs) provided by central banks. The use of CLFs within the LCR has to now been limited to those jurisdictions with insufficient HQLA to me
    3 KB (485 words) - 11:45, 26 March 2021
  • ...LCR that met or exceeded a 100% minimum requirement, while 91% reported an LCR at or above a 60% minimum requirement.</p> ...lt primary sources, especially where it concerns legally binding rules and regulations.
    5 KB (793 words) - 11:45, 26 March 2021
  • ...frequently asked questions (FAQs) on Basel III's liquidity coverage ratio (LCR). To promote consistent global implementation of those requirements, the Co ...of interpretation questions related to the January 2013 publication of the LCR standard. The FAQs published today correspond to the text set out in that s
    2 KB (270 words) - 11:45, 26 March 2021
  • ...mple, 76% reported an LCR that met or exceeded 100%, while 92% reported an LCR at or above 60%.</p> ...lt primary sources, especially where it concerns legally binding rules and regulations.
    5 KB (697 words) - 11:45, 26 March 2021
  • ...nks (SIBs), the Basel III leverage ratio and the liquidity coverage ratio (LCR).</p> ...lt primary sources, especially where it concerns legally binding rules and regulations.
    2 KB (340 words) - 11:45, 26 March 2021
  • ...oyed by banks while improving alignment with the Liquidity Coverage Ratio (LCR) and reducing cliff effects in the measurement of available and required st ...lt primary sources, especially where it concerns legally binding rules and regulations.
    3 KB (504 words) - 11:47, 26 March 2021
  • ...mple, 80% reported an LCR that met or exceeded 100%, while 96% reported an LCR at or above 60%.</p> ...lt primary sources, especially where it concerns legally binding rules and regulations.
    5 KB (723 words) - 11:47, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Hong Kong SAR''. ...'s assessment of the implementation of the Basel Liquidity Coverage Ratio (LCR) standards in Hong Kong SAR.</p>
    2 KB (316 words) - 11:47, 26 March 2021

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