Search: LCR
RBA Glossary definition for LCR
LCR – Liquidity Coverage Ratio
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Operations in Financial Markets
16 Oct 2015
RBA Annual Report
– 2015
In part, this reflects an increase in demand for ES balances by some institutions following the introduction of the Liquidity Coverage Ratio (LCR). ... The standard requires banks subject to the LCR to hold sufficient HQLA to meet outflows during a
https://www.rba.gov.au/publications/annual-reports/rba/2015/operations-in-financial-markets.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
Developments in Banks' Funding Costs and Lending Rates
17 Mar 2016
Bulletin
– March 2016
This article updates previous Reserve Bank research on how developments in the composition and pricing of banks' funding have affected their overall cost of funds and influenced lending rates. Major banks' outstanding funding costs fell notably in
https://www.rba.gov.au/publications/bulletin/2016/mar/3.html
Abbreviations
12 Apr 2020
RBA Annual Report
– 2020
information technology. KRW. Korean won. LCR. Liquidity Coverage Ratio. LED. light emitting diode.
https://www.rba.gov.au/publications/annual-reports/rba/2020/abbreviations.html
Abbreviations
25 Sep 2017
RBA Annual Report
– 2017
LCR. Liquidity Coverage Ratio. MC. Markets Committee (of the BIS). MEF.
https://www.rba.gov.au/publications/annual-reports/rba/2017/abbreviations.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
Abbreviations
12 Sep 2014
RBA Annual Report
– 2014
ISDA. International Swaps and Derivatives Association. IT. information technology. LCR. liquidity coverage ratio.
https://www.rba.gov.au/publications/annual-reports/rba/2014/abbreviations.html
Operations in Financial Markets
20 Sep 2018
RBA Annual Report
– 2018
Banks subject to the Liquidity Coverage Ratio (LCR) under Basel III prudential standards are required to hold sufficient HQLA (which, in the Australian context, consist of AGS and semis) to meet ... This was $31 billion higher than the total size of the
https://www.rba.gov.au/publications/annual-reports/rba/2018/operations-in-financial-markets.html
Structural Liquidity and Domestic Market Operations
15 Sep 2017
Bulletin
– September 2017
The Reserve Bank is a net supplier of liquidity to the Australian financial system. This reflects demand for the Reserve Bank's liabilities from its customers, as well as the asset allocation decisions of the Reserve Bank. The key drivers of
https://www.rba.gov.au/publications/bulletin/2017/sep/5.html