Liquidity Coverage Ratio - Revision history

imported>Doug Williamson: Add link.

2022-07-04T20:52:32Z

Add link.

2022-06-25T11:48:31Z

Mend link.

← Older revision		Revision as of 11:48, 25 June 2022
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	* [[Cash investing in a new world]]		* [[Cash investing in a new world]]
	* [[European Union]]		* [[European Union]]
	* [[~~HQLA~~]]		* [[High Quality Liquid Assets]] (HQLAs)
	* [[Level 1 liquid assets]]		* [[Level 1 liquid assets]]
	* [[Level 2 liquid assets]]		* [[Level 2 liquid assets]]
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	* [[Liquidity buffer]]		* [[Liquidity buffer]]
	* [[Liquidity risk]]		* [[Liquidity risk]]
	* [[Net Stable Funding Ratio]]		* [[Net Stable Funding Ratio]] (NSFR)
	* [[Overall Liquidity Adequacy Rule]]		* [[Overall Liquidity Adequacy Rule]] (OLAR)
	* [[Pillar 1]]		* [[Pillar 1]]
	* [[Required Stable Funding]]		* [[Required Stable Funding]]

2021-08-29T21:29:18Z

Links ordering.

← Older revision		Revision as of 21:29, 29 August 2021
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	== See also ==		== See also ==
	* [[Basel III]]		* [[Basel III]]
			* [[Cash investing in a new world]]
	* [[European Union]]		* [[European Union]]
	* [[Net Stable Funding Ratio]]
	* [[Cash investing in a new world]]
	* [[HQLA]]		* [[HQLA]]
	* [[Level 1 liquid assets]]		* [[Level 1 liquid assets]]
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	* [[Liquidity buffer]]		* [[Liquidity buffer]]
	* [[Liquidity risk]]		* [[Liquidity risk]]
			* [[Net Stable Funding Ratio]]
	* [[Overall Liquidity Adequacy Rule]]		* [[Overall Liquidity Adequacy Rule]]
	* [[Pillar 1]]		* [[Pillar 1]]

2020-01-29T16:47:11Z

Remove reference to phase-in period.

← Older revision		Revision as of 16:47, 29 January 2020
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	The LCR applies throughout the European Union.		The LCR applies throughout the European Union.

	~~The LCR was implemented in stages from 2015, to reach the 100% requirement by January 2019.~~

2020-01-29T14:38:15Z

Update to past tense.

← Older revision		Revision as of 14:38, 29 January 2020
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	The LCR applies throughout the European Union.		The LCR applies throughout the European Union.

	The LCR ~~has been~~ implemented in stages from 2015, to reach the 100% requirement by January 2019.		The LCR was implemented in stages from 2015, to reach the 100% requirement by January 2019.

2016-11-17T12:35:56Z

Amend link.

← Older revision		Revision as of 12:35, 17 November 2016
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	* [[Liquidity buffer]]		* [[Liquidity buffer]]
	* [[Liquidity risk]]		* [[Liquidity risk]]
	* [[~~OLAR~~]]		* [[Overall Liquidity Adequacy Rule]]
	* [[Pillar 1]]		* [[Pillar 1]]
	* [[Required Stable Funding]]		* [[Required Stable Funding]]

2016-11-17T12:35:08Z

Delete link.

2016-11-17T12:34:17Z

Expand.

← Older revision		Revision as of 12:34, 17 November 2016
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	The LCR is a requirement under Basel III for a bank to hold high-quality liquid assets (HQLAs) sufficient to cover 100% of its stressed net cash requirements over 30 days.		The LCR is a requirement under Basel III for a bank to hold high-quality liquid assets (HQLAs) sufficient to cover 100% of its stressed net cash requirements over 30 days.


			The LCR is calculated as:

			LCR = HQLAs / Net cash outflows

2016-11-17T12:26:34Z

Add link.

← Older revision		Revision as of 12:26, 17 November 2016
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	* [[Pillar 1]]		* [[Pillar 1]]
	* [[Required Stable Funding]]		* [[Required Stable Funding]]
			* [[Stress]]
	* [[Survival period]]		* [[Survival period]]

	[[Category:Compliance_and_audit]]		[[Category:Compliance_and_audit]]
	[[Category:Liquidity_management]]		[[Category:Liquidity_management]]

2016-11-17T12:25:51Z

Layout.

← Older revision		Revision as of 12:25, 17 November 2016
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	It reduces the value to a bank of cash deposits of less than 30 days tenor because they are only worth the income on the HQLAs if a bank forecasts no short term cash receipts to cover repayment.		It reduces the value to a bank of cash deposits of less than 30 days tenor, because they are only worth the income on the HQLAs if a bank forecasts no short term cash receipts to cover repayment.