Overall Liquidity Adequacy Rule: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Layout) |
imported>Doug Williamson (Amend link.) |
||
| Line 21: | Line 21: | ||
* [[Liquidity Coverage Ratio]] | * [[Liquidity Coverage Ratio]] | ||
* [[Maturity mismatch]] | * [[Maturity mismatch]] | ||
* [[Net | * [[Net Stable Funding Ratio]] | ||
* [[SREP]] | * [[SREP]] | ||
Revision as of 12:20, 17 November 2016
Bank supervision - liquidity risk
(OLAR).
The Overall Liquidity Adequacy Rule (OLAR) states that a regulated firm must at all times maintain liquidity resources which are adequate, both as to amount and quality, to ensure that there is no significant risk that its liabilities cannot be met as they fall due.
The following are expressly excluded from the 'liquidity resources' assessed under the OLAR:
- Liquidity resources that can be made available by other members of its group.
- Liquidity resources that may be made available through emergency liquidity assistance from a central bank.
