Search: LCR
RBA Glossary definition for LCR
LCR – Liquidity Coverage Ratio
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Developments in the Financial System Architecture
10 Sep 2014
FSR
– September 2014
It is proposed that authorised deposit-taking institutions (ADIs) subject to the Liquidity Coverage Ratio (LCR) meet LCR disclosure requirements from January 2015, when the LCR becomes effective in Australia. ... The LCR, which is the BCBS' short-term
https://www.rba.gov.au/publications/fsr/2014/sep/dev-fin-sys-arch.html
The Australian Financial System
10 Sep 2013
FSR
– September 2013
To prepare for the implementation of the LCR requirement, APRA is undertaking a trial exercise in the second half of 2013 that includes pro forma CLF applications by banks. ... Banks' holdings of liquid assets have continued to rise ahead of the
https://www.rba.gov.au/publications/fsr/2013/sep/aus-fin-sys.html
The Australian Financial System
20 Apr 2016
FSR
– April 2016
The aggregate Liquidity Coverage Ratio (LCR) increased by 5 percentage points to 123 per cent at end December 2015, as banks' holdings of high-quality liquid assets (HQLA) increased by more ... The Net Stable Funding Ratio (NSFR) is part of the Basel III
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications
6 Apr 2023
FSR
– April 2023
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/box-a-recent-international-bank-failures-causes-regulatory-responses-and-implications.html
Developments in the Financial System Architecture
10 Sep 2010
FSR
– September 2010
The liquidity coverage ratio (LCR) requires banks to have sufficient high-quality liquid assets to fund projected cash outflows in a hypothetical 30-day crisis situation. ... After an observation period starting in 2011, the LCR will be introduced from
https://www.rba.gov.au/publications/fsr/2010/sep/dev-fin-sys-arch.html
The Australian Financial System
20 Oct 2015
FSR
– October 2015
Banks report that they continue to refine their deposit offerings and pricing to better reflect liquidity risk and adjust to the Liquidity Coverage Ratio (LCR) requirement that was introduced at the ... As at 30 June 2015, all locally incorporated banks
https://www.rba.gov.au/publications/fsr/2015/oct/aus-fin-sys.html
The Australian Financial System
20 Oct 2016
FSR
– October 2016
As a result, the aggregate Liquidity Coverage Ratio (LCR) of banks subject to the requirement was 120 per cent at June 2016, which allows for a sizeable buffer above the minimum ... The NSFR is part of the Basel III liquidity framework and is intended to
https://www.rba.gov.au/publications/fsr/2016/oct/aus-fin-sys.html
Developments in the Financial System Architecture
10 Mar 2015
FSR
– March 2015
Banks that did not meet the 60 per cent requirement had an aggregate LCR shortfall of 155 billion. ... For Hong Kong and Mexico, the implementation of the risk-based capital standards and the LCR was found, overall, to be compliant with the Basel
https://www.rba.gov.au/publications/fsr/2015/mar/dev-fin-sys-arch.html
The Australian Financial System
4 Oct 2019
FSR
– October 2019
Graph 3.3. Banks' Liquidity Coverage Ratios (LCR) – which measure their holdings of liquid assets relative to the potential outflows of funding that could occur in a short-lived but severe ... This meant that these banks at times had true LCRs below
https://www.rba.gov.au/publications/fsr/2019/oct/australian-financial-system.html
The Global Financial Environment
20 Apr 2016
FSR
– April 2016
As of mid 2015, each of the five largest Chinese banks was reported to be compliant with the Liquidity Coverage Ratio (LCR) on a fully phased-in basis. ... Most advanced economy G-SIBs continue to report LCRs that either are close to meeting or exceed
https://www.rba.gov.au/publications/fsr/2016/apr/global-fin-env.html