Liquidity Coverage Ratio: Difference between revisions
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imported>Doug Williamson (Link with Net stable funding ratio page.) |
imported>Doug Williamson (Added link to liquidity risk) |
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The purpose of this requirement is to ensure that banks can manage stressed market conditions, under which the bank is assumed to suffer substantial outflows of the cash previously deposited with it. | The purpose of this requirement is to ensure that banks can manage stressed market conditions, under which the bank is assumed to suffer substantial outflows of the cash previously deposited with it. | ||
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* [[Cash investing in a new world]] | * [[Cash investing in a new world]] | ||
* [[Leverage ratio]] | * [[Leverage ratio]] | ||
*[[Liquidity risk]] | |||
[[Category:Compliance_and_audit]] | [[Category:Compliance_and_audit]] | ||
Revision as of 08:31, 11 April 2015
Bank regulation.
A requirement under Basel III for banks to hold appropriate levels of high-quality liquid assets (HQLAs), generally at significantly higher levels than required under earlier regulations.
The purpose of this requirement is to ensure that banks can manage stressed market conditions, under which the bank is assumed to suffer substantial outflows of the cash previously deposited with it.
