Liquidity Coverage Ratio (LCR)

URI: https://gptkb.org/entity/Liquidity_Coverage_Ratio_(LCR)
GPTKB entity
Statements (28)
Predicate Object
gptkbp:instanceOf gptkb:banking_metric
gptkb:legislation
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
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
https://www.w3.org/2000/01/rdf-schema#label Liquidity Coverage Ratio (LCR)