Search: LCR
RBA Glossary definition for LCR
LCR – Liquidity Coverage Ratio
Search Results
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
On the Economics of Committed Liquidity Facilities | Conference – 2013
19 Aug 2013
Conferences
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
Introduction | Conference – 2013
19 Aug 2013
Conferences
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
Discussion on The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
demand for liquid assets driven by regulatory initiatives such as the Liquidity Coverage Ratio (LCR) are likely to increase the prevalence of ‘collateral transformation’ type services.
https://www.rba.gov.au/publications/confs/2013/singh-disc.html
International and Foreign Exchange Markets
10 Feb 2011
SMP
– February 2011
Following its announcement in September concerning proposed changes to capital requirements under Basel III, the BCBS has advised national authorities of alternative treatments for banks' liquidity coverage ratio (LCR) in jurisdictions ... One such
https://www.rba.gov.au/publications/smp/2011/feb/intl-fx-mkts.html
International and Foreign Exchange Markets
10 Feb 2013
SMP
– February 2013
In January, the Basel Committee on Banking Supervision (BCBS) issued its revised Liquidity Coverage Ratio (LCR) regulations. ... The LCR regime will be introduced as planned on 1 January 2015, though the minimum requirement for the ratio will begin at 60
https://www.rba.gov.au/publications/smp/2013/feb/intl-fx-mkts.html
Domestic Financial Markets
10 Feb 2015
SMP
– February 2015
The earlier widening in the spread between 3-month bills and OIS in part reflects the introduction of the Liquidity Coverage Ratio (LCR), as well as the increased cost of Australian ... The LCR generates an incentive for banks to issue securities with
https://www.rba.gov.au/publications/smp/2015/feb/dom-fin-mkts.html
The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013
19 Aug 2013
Conferences
RBA Annual Conference – 2013 The Impact of Unconventional Monetary Policy on the Overnight Interbank Market Morten L Bech and Cyril Monnet. The modus operandi of central banks in terms of implementing monetary policy has changed materially over
https://www.rba.gov.au/publications/confs/2013/bech-monnet.html
Discussion on Bank Funding and Financial Stability | Conference – 2013
19 Aug 2013
Conferences
Furthermore, it was noted that the degree of encumbrance was irrelevant for LCR purposes.
https://www.rba.gov.au/publications/confs/2013/gai-haldane-kapadia-nelson-disc.html