Part 1: The Liquidity Coverage Ratio 第1 部分:流动性覆盖率 14. The Committee has developed the LCR to promote the short-term resilience of the liquidity risk profile of banks by ensuring that they have sufficient HQLA to survive a significant stress scenario lasting 30 calendar days. ...
A ratio which would focus on the rate of liquidity transformations and which could also serve as a complementary metric, given certain gaps which currently prevail with the Liquidity Coverage Ratio, as well as existing gaps with other complementary liquidity monitoring tools, is proposedMariane.B. ...
The liquidity coverage ratio (LCR) improved, averaging 158%, ensuring robust liquidity positions for banks even as the European Central Bank (ECB) reduces its balance sheet and repays targeted longer-term refinancing operations. Liquidity levels remain comfortable across countries, with Germany having ...
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原...
Understanding the LCR ratio formula What is a HQLA? Limitations of the liquidity coverage ratio We can help In the event of a financial crisis, a run on the banks could prove disastrous for the global economy. That hasn’t gone unnoticed by the global financial industry, and it’s the rea...
Prior to 2008, there were also no standardized, quantitative liquidity requirements for U.S. banks and their holding companies. Today, there are two: the Liquidity Coverage Ratio, which supports short-term resilience by requiring banks to have liquidity to cover net cash outflows in a 30-day ...
W. (2013): "The Impact of the Liquidity Coverage Ratio (LCR) on the implementation of Monetary Policy". Economic Notes, Vol. 42, Issue 1 (july), pp. 135-170.Schmitz, S. W. (2013), `The impact of the liquidity coverage ratio (LCR) on the implementation of monetary policy', ...
2.2.2. The liquidity coverage ratio (LCR) The LCR regulation requires banks to hold sufficient high quality liquid assets (HQLA) that can cover the expected net cash outflows (NCOF) during a 30-calendar-day period under liquidity stressed conditions. The actual liquidity coverage ratio is denot...
On the Liquidity Coverage Ratio and Monetary Policy Implementation Basel III introduces the first global framework for bank liquidity regulation. As monetary policy typically involves targeting the interest rate on interba... M Bech,T Keister - 《Social Science Electronic Publishing》 被引量: 61发表...
Basel III: The liquidity coverage ratio and liquidity risk monitoring tools (Issue January) https://www.bis.org/publ/bcbs238.htm (2013) Google Scholar Bekiros and Marcellino, 2013 S. Bekiros, M. Marcellino The multiscale causal dynamics of foreign exchange markets Journal of International Money...