Search: LCR
RBA Glossary definition for LCR
LCR – Liquidity Coverage Ratio
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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 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 Global Financial Environment
20 Oct 2015
FSR
– October 2015
The phase-in of the Liquidity Coverage Ratio (LCR) commenced in most of the major banking systems during 2015. ... The LCR requires banks to hold a sufficient amount of high-quality liquid assets to cover expected net cash outflows over a 30-day stress
https://www.rba.gov.au/publications/fsr/2015/oct/global-fin-env.html
The Australian Financial System
20 Oct 2018
FSR
– October 2018
Banks' Liquidity Coverage Ratios (LCR) – which measure banks' holdings of liquid assets to protect them from periods of intense liquidity stress – have also remained fairly stable, at around 125–135 per ... One factor is a decline in demand by
https://www.rba.gov.au/publications/fsr/2018/oct/aus-fin-sys.html
The Global Financial Environment
10 Mar 2015
FSR
– March 2015
Between December 2013 and June 2014, the large international banks' fully phased-in LCR shortfall is estimated to have decreased by around 50 billion to 305 billion (0.5 per cent ... at-call’ features (see ‘Box A: The Basel III Liquidity Reforms in
https://www.rba.gov.au/publications/fsr/2015/mar/global-fin-env.html
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
Financial Stability Review – March 2011
18 Aug 2011
FSR
– March 2011
PDF
1272KB
https://www.rba.gov.au/publications/fsr/2011/mar/pdf/0311.pdf
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 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