HQLAAR 14 High Quality Liquid Asset Adequacy Ratio 优质流动性资产充足率 优质流动性资产与短期现金净流出之比。 旨在确保商业银行保持充足的、无变现障碍的优质流动性资产,在压力情况下,银行可通过变现这些资产来满足未来30天内的流动性需求。©2022 Baidu |由 百度智能云 提供计算服务 | 使用百度前必读 | 文...
14 High Quality Liquid Asset Adequacy Ratio 优质流动性资产充足率 优质流动性资产与短期现金净流出之比。 旨在确保商业银行保持充足的、无变现障碍的优质流动性资产,在压力情况下,银行可通过变现这些资产来满足未来30天内的流动性需求。 本站仅提供存储服务,所有内容均由用户发布,如发现有害或侵权内容,请点击举报。
20.1 The Committee has developed the Liquidity Coverage Ratio (LCR) to promote the short-term resilience of the liquidity risk profile of banks by ensuring that they have sufficient high-quality liquid assets (HQLA) to survive a significant stress scenario lasting 30 calendar days. 委员会制定了流...
LCR箱子之外:流动性监管对中国银行业的影响 本文研究了流动性监管对中国银行业的深层影响。自2004年流动性覆盖率监管实施以来,有研究发现该监管下的银行显著减少了通过银行间债务获得的短期批发融资,而增加了其他短期债券融资(主要是银行间...
Experts say that a bank should have an LCR ratio of 1:1, but this is difficult to achieve and set as it requires a bank to keep enough liquid assets or cash at any one time for the next thirty days. As such, the Financial Stability Board (FSB) recommends having a liquidity coverage...
Since the LCR requires banks to maintain a sufficient amount of high-quality liquid assets to withstand outflows, banks will be more likely to rationalize and re-price the credit they provide to customers or make up the cost differential through additional cross-sell. ...
How Have Banks Been Managing the Composition of High-Quality Liquid Assets? Mayor Rotheram launched the project with Knowsley Council leader Graham Morgan, who said: "I am delighted to support the LCR Listens engagement project. Have your say on region's future; it's power to the people as ...
The article focuses on the feedback being sought by the European Banking Authority (EBA) on its proposed methodology for determining assets included in the stock of high quality liquid assets (HQLA) that banks can hold in the liquidity coverage ratio (LCR). The LCR is aimed at protecting ...
Stock of high quality liquid assets (HQLAs)___ ≥ 100% Total net cash outflows over the next 30 calendar days 4.1 The LCR requirement would be binding on banks from January 1, 2015; with a view to provide a transition time for banks, the requirement would be minimum 60% for the cale...
RWA 2 Risk-weighted Assets 风险加权资产 对银⾏的资产加以分类，根据不同类别资产的风险性质确定不同的风险系数，以这种风险系数 为权重求得的资产。商业银⾏风险加权资产包括信⽤风险加权资产、市场风险加权资产和操作风险加权资产。CCF 3 Credit Conversion Factors 信⽤风险转换系数 是衡量表外项⽬转换...