Search results

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
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Mexico''. ...'s assessment of the implementation of the Basel Liquidity Coverage Ratio (LCR) standards in Mexico.</p>
    2 KB (308 words) - 11:47, 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 (344 words) - 11:47, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - India''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (313 words) - 11:47, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - South Africa''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (300 words) - 11:47, 26 March 2021
  • <p>Similar to the LCR disclosure framework, and to promote the consistency and usability of discl ...lt primary sources, especially where it concerns legally binding rules and regulations.
    2 KB (318 words) - 11:47, 26 March 2021
  • ...mple, 85% reported an LCR that met or exceeded 100%, while 98% reported an LCR at or above 60%.</p> ...lt primary sources, especially where it concerns legally binding rules and regulations.
    5 KB (745 words) - 11:47, 26 March 2021
  • ...essment Programme (RCAP), Assessment of Basel III Liquidity Coverage Ratio regulations - Saudi Arabia''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (327 words) - 11:47, 26 March 2021
  • ...high-level view of Basel Committee members' progress in adopting Basel III regulations as of end-September 2015.</p> ...of adoption of the risk-based capital standards, the liquidity standards (LCR and NSFR), the framework for systemically important banks (SIBs), the lever
    2 KB (347 words) - 11:47, 26 March 2021
  • ...84% reported an LCR that met or exceeded 100%, while all banks reported an LCR at or above the 60% minimum requirement that was in place for 2015.</p> ...lt primary sources, especially where it concerns legally binding rules and regulations.
    5 KB (701 words) - 11:48, 26 March 2021
  • * Keywords: [[Leverage Ratio]], [[Operational Risk]], [[Market Risk]], [[LCR]], [[Key Metrics]], [[Disclosure]], [[TLAC]], [[Remuneration]], [[NSFR]] ...lt primary sources, especially where it concerns legally binding rules and regulations.
    3 KB (378 words) - 11:48, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Russia''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (297 words) - 11:48, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations -Turkey''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (296 words) - 11:48, 26 March 2021
  • ...of the RCAP is on risk-based capital standards, Liquidity Coverage Ratio (LCR) and Systemically Important Banks' (SIBs) framework. This will further expa ...lt primary sources, especially where it concerns legally binding rules and regulations.
    4 KB (499 words) - 11:48, 26 March 2021
  • ...based capital standards, the leverage ratio, the liquidity coverage ratio (LCR), the net stable funding ratio (NSFR), the standards for global and domesti ...lt primary sources, especially where it concerns legally binding rules and regulations.
    2 KB (345 words) - 11:48, 26 March 2021
  • ...while all banks except for one bank each in Group1 and Group2 reported an LCR at or above the 60% minimum requirement that was in place for 2015.</p> ...lt primary sources, especially where it concerns legally binding rules and regulations.
    5 KB (697 words) - 11:48, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Korea''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (297 words) - 11:48, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Argentina''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (297 words) - 11:48, 26 March 2021
  • ...based capital standards, the leverage ratio, the liquidity coverage ratio (LCR), the net stable funding ratio (NSFR), the standards for global and domesti ...lt primary sources, especially where it concerns legally binding rules and regulations.
    2 KB (342 words) - 11:48, 26 March 2021
  • ''RCAP - Assessment of Basel III LCR regulations -Singapore''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (289 words) - 11:48, 26 March 2021
  • ''RCAP - Assessment of Basel III LCR regulations - Japan''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (291 words) - 11:48, 26 March 2021
  • ''RCAP - Assessment of Basel III LCR regulations - Indonesia''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (292 words) - 11:48, 26 March 2021
  • ...R that met or exceeded 100%, while all Group1 and Group2 banks reported an LCR at or above the 70% minimum requirement that was in place for 2016.</p> ...lt primary sources, especially where it concerns legally binding rules and regulations.
    5 KB (745 words) - 11:48, 26 March 2021
  • ...based capital standards, the leverage ratio, the liquidity coverage ratio (LCR), the net stable funding ratio (NSFR), the standards for global and domesti ...lt primary sources, especially where it concerns legally binding rules and regulations.
    2 KB (350 words) - 11:48, 26 March 2021
  • ...grouped according to the paragraph number of the related issue within the LCR framework and have been combined with existing FAQs published in April 2014 ...interpretation questions related to the<em>January 2013 publication of the LCR standard</em>.</p>
    2 KB (340 words) - 11:48, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - United States of America''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (301 words) - 11:48, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - European Union''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (326 words) - 11:48, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - China''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (299 words) - 11:48, 26 March 2021
  • ...that met or exceeded 100%, while all Group 1 and Group 2 banks reported an LCR at or above the 70% minimum requirement that was in place for 2016.</p> ...lt primary sources, especially where it concerns legally binding rules and regulations.
    5 KB (682 words) - 11:48, 26 March 2021
  • ...the Basel III risk-based capital standards, the liquidity coverage ratio (LCR), the net stable funding ratio (NSFR), the standards for global and domesti ...lt primary sources, especially where it concerns legally binding rules and regulations.
    2 KB (346 words) - 11:48, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Australia''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (296 words) - 11:48, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Brazil''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (296 words) - 11:48, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Canada''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (296 words) - 11:48, 26 March 2021
  • ...tory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Switzerland''. ...ment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses their consistency with the Basel framework and ana
    2 KB (296 words) - 11:48, 26 March 2021
  • ...he sample reported an LCR that met or exceeded 100%. All banks reported an LCR at or above the 90% minimum requirement that will be in place for 2018.</p> ...lt primary sources, especially where it concerns legally binding rules and regulations.
    5 KB (684 words) - 11:49, 26 March 2021
  • <p>The Liquidity Coverage Ratio dashboard shows the development of the LCR, its components and related shortfalls since end-2012.</p> ...u-style dashboard that presents the results of the liquidity section (both LCR and NSFR) of the Basel III monitoring report as using an interactive user-f
    5 KB (751 words) - 11:49, 26 March 2021