Expected value and Liquidity Coverage Ratio: Difference between pages

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''Statistics''.
''Bank regulation''.


In relation to forecasting, the average of all possible future results, weighted by the respective probabilities of each possible result.
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.


For example, an Expected rate of return.




== See also ==
== See also ==
* [[Arithmetic mean]]
* [[Basel III]]
* [[Coefficient of variation]]
* [[Net stable funding ratio]]
*[[Expected cash flow]]
* [[Cash investing in a new world]]
* [[Expected rate of return]]
* [[Leverage ratio]]


[[Category:The_business_context]]
[[Category:Compliance_and_audit]]

Revision as of 16:12, 10 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.


See also