Liquidity Coverage Ratio (LCR)
GPTKB entity
Statements (28)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:legislation
banking metric |
| gptkbp:appliesTo |
banks
systemically important banks |
| gptkbp:component |
High-Quality Liquid Assets (HQLA)
Total Net Cash Outflows |
| gptkbp:definedIn |
gptkb:Basel_III
|
| gptkbp:enforcedBy |
national banking regulators
|
| gptkbp:filingDeadline |
2019 (full implementation for most jurisdictions)
|
| gptkbp:form |
High-Quality Liquid Assets / Total Net Cash Outflows over 30 days
|
| https://www.w3.org/2000/01/rdf-schema#label |
Liquidity Coverage Ratio (LCR)
|
| gptkbp:improves |
banking sector stability
|
| gptkbp:introducedIn |
2013
|
| gptkbp:measures |
short-term liquidity resilience
|
| gptkbp:minimumRAM |
100%
|
| gptkbp:monitors |
supervisory authorities
|
| gptkbp:objective |
promote short-term resilience to liquidity shocks
|
| gptkbp:penalty |
regulatory sanctions
|
| gptkbp:period |
30 days
|
| gptkbp:purpose |
ensure banks have sufficient high-quality liquid assets
|
| gptkbp:reduces |
systemic risk
|
| gptkbp:regulates |
gptkb:Bank_for_International_Settlements
|
| gptkbp:relatedTo |
gptkb:Basel_III_Accord
gptkb:Net_Stable_Funding_Ratio_(NSFR) |
| gptkbp:requiresDisclosureOf |
public reporting by banks
|
| gptkbp:riskFactor |
liquidity risk
|
| gptkbp:bfsParent |
gptkb:Principles_for_the_Sound_Management_of_Liquidity_Risk
|
| gptkbp:bfsLayer |
7
|