在金融交易和银行业中,流动性覆盖率(Liquidity Coverage Ratio,LCR)是一项衡量金融机构(主要是银行)在短期内应对流动性压力的能力的监管指标。它要求银行持有足够的高流动性资产,以满足在30天压力情境下的净现金流出需求,从而确保银行在面临短期流动性危机时有足够的资产进行应急。 具体内容包括: 公式计算: 其中: 高...
Liquidity Coverage Ratio 流动性覆盖率 This standard describes the Liquidity Coverage Ratio, a measure which promotes the short-term resilience of a bank's liquidity risk profile 该标准描述了流动性覆盖率,这是一种衡量银行流动性风险状况短期弹性的标准。 目录 Contents 定义和应用... 4 计算... 8 ...
必应词典为您提供Liquidity-Coverage-Ratio的释义,网络释义: 流动性覆盖率;流动性覆盖比率;流动资金覆盖率;
Definition of Liquidity Coverage Ratio In the highly leveraged world of Forex trading, understanding various financial ratios is not just advantageous—it’s essential. One such key ratio is theLiquidity Coverage Ratio (LCR). Simply put, LCR measures a bank’s ability to cover its short-term lia...
LCR disclosures are an important part of promoting transparency in business. Here you will find Standard Chartered's recent and historical LCR disclosures.
Table 1: Liquidity Coverage Ratio Average for quarter ended (in millions, except ratio) HQLA (1): Eligible cash Eligible securities (2) Total HQLA Projected net cash outflows LCR June 30, 2023 $ 121,126 227,955 349,081 283,609 123% March 31, 2023 $ 108,725 239,123 347,848 284,...
Liquidity Coverage Ratio 1. Introduction 1.1 In the backdrop of the global financial crisis that started in 2007, the Basel Committee on Banking Supervision (BCBS) proposed certain reforms to strengthen global capital and liquidity regulations with the objective of promoting a more resilient ban...
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 ratio of ...
Definition Mandated by the Basel Accords, the liquidity coverage ratio is the amount of liquid assets that financial institutions must have on hand to ensure they can meet their short-term obligations in the event of market turmoil. Just like you might keep aside money for three to six months ...
第 1 部分：流动性覆盖率 巴塞尔委员会通过制定完善的LCR标准来确保银行具有足够的 HQLA （合格优质流动性资产），能够在流动性压力情景下，通过变现这些资产来满足未来持续 30 天的流动性需求，从而促进银行应对流动性风险的短期弹性。LCR 应该是流动性风险监管方法的关键组成部分，但必须辅之以根据健全...