Supervisors use these criteria to calculate banks’ liquidity coverage ratio. Assets that are considered liquid in almost all circumstances, such as highly rated government bonds, count as 100% in this calculation. Assets that are likely to be harder to sell without a loss during a crisis are ...
D. Why Are Banking Organizations Subject to Both the LCR and the NSFR? ... 7 E. HowOften Do I Have to Calculate the NSFR, as Compared to the LCR?... 7 F. For Certain Categories of ASF and RSF, Treatment Is More Stringent when a Banking Organization’s Counterparty Is a Financial...