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RBA Glossary definition for LCR

LCR – Liquidity Coverage Ratio

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Discussion On the Economics of Committed Liquidity Facilities | Conference – 2013

19 Aug 2013 Conferences
Thus, it seems to suggest that the text of the LCR rules is workable in practice. ... There are other regulatory issues and challenges that affect the operation of a CLF under the LCR.
https://www.rba.gov.au/publications/confs/2013/bech-keister-disc.html

Policy Panel | Conference – 2013

19 Aug 2013 Conferences
framework. Consequently, the structural shortage of CHF HQLA should be taken into account when implementing the LCR. ... The potential impact of the LCR on the functioning of repo markets is the second key challenge.
https://www.rba.gov.au/publications/confs/2013/policy-panel-2013.html

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
The available CLF amounts for each of these banks is counted towards their LCR requirements. ... HQLA securities, ES balances, holdings of other market participants and the effect of LCR banks holdings on the liquidity of HQLA securities in secondary
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

5.5 Abbreviations

19 Oct 2023 RBA Annual Report – 2023
information technology. KRW. Korean won. LCR. Liquidity Coverage Ratio. LED. light emitting diode.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.html

On the Economics of Committed Liquidity Facilities | Conference – 2013

19 Aug 2013 Conferences
Morten L Bech and Todd Keister
We denote this midpoint by. and note that, in the absence of an LCR requirement,. ... Notice that once an LCR requirement is introduced, we have the strict ordering:.
https://www.rba.gov.au/publications/confs/2013/bech-keister.html

Payments System Regulation and Policy Issues

27 Sep 2023 PSB Annual Report – September 2023
Payments System Regulation and Policy Issues | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/payments-system-regulation-and-policy-issues.html

Abbreviations

27 Sep 2023 PSB Annual Report – 2023
IRD. Interest rate derivative. LCR. Least-cost routing. LVCS. Low Value Clearing Service.
https://www.rba.gov.au/publications/annual-reports/psb/2023/abbreviations.html

Operations in Financial Markets

21 Oct 2021 RBA Annual Report – 2021
The available CLF amounts for each of these banks is counted towards their LCR requirements. ... holdings of other market participants and the effect of LCR banks' holdings on the liquidity of HQLA securities in secondary markets.
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html

Introduction | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath and Mark Manning
The final paper in the session, by Morten Bech and Todd Keister, considers how central bank policy may need to adapt to accommodate the Liquidity Coverage Ratio (LCR) introduced under Basel ... III. The LCR is a means of promoting liquidity
https://www.rba.gov.au/publications/confs/2013/intro-2013.html

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
This was largely due to an increase in the value of HQLA securities that LCR banks can reasonably hold. ... The Reserve Bank will conduct its assessment of LCR banks' reasonable holdings of HQLA securities for 2021 in late 2020.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html