Search: LCR
RBA Glossary definition for LCR
LCR – Liquidity Coverage Ratio
Search Results
List of tables
20 Oct 2015
FSR
– October 2015
Committed Liquidity Facility. (b). 251. 6. (a) LCR equals the sum of HQLA and CLF divided by net cash outflows. ... Only locally incorporated banks that are subject to the 100 per cent LCR requirement are included.
https://www.rba.gov.au/publications/fsr/2015/oct/tables.html
Box A: The Basel III Liquidity Reforms in Australia
10 Mar 2015
FSR
– March 2015
Banks in Australia report their LCR data to APRA on a quarterly basis, and in the future they will also be required to publicly disclose their LCRs and the main components ... A number of banks have already publicly reported an overview of their LCR
https://www.rba.gov.au/publications/fsr/2015/mar/box-a.html
The Australian Financial System
6 Apr 2023
FSR
– April 2023
The Australian Financial System | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/australian-financial-system.html
The Australian Financial System
8 Apr 2021
FSR
– April 2021
LCRs are currently above banks' targeted levels but could shift back to within targets over the next 12 months. ... Banks' LCRs could reduce when the window of taking up remaining TFF allowances expires on 30 June 2021.
https://www.rba.gov.au/publications/fsr/2021/apr/australian-financial-system.html
The Model
9 Oct 2019
RDP
2019-10
assets. This link is why the LCR requires banks to hold a quantity of HQLA that depends on their short-term liabilities. ... t]he objective of the LCR is to promote the short-term resilience of the liquidity risk profile of banks.
https://www.rba.gov.au/publications/rdp/2019/2019-10/the-model.html
See 1 more results from "RDP 2019-10"
Box E: The 2018 Financial Sector Assessment Program (FSAP) Review of Australia
12 Apr 2019
FSR
– April 2019
This was in the context of the IMF's cash flow stress test, which used assumptions that were generally more severe than those underpinning the Basel III Liquidity Coverage Ratio (LCR) ... The IMF found that a severe and sustained funding shock that
https://www.rba.gov.au/publications/fsr/2019/apr/box-e.html
Card Payments
27 Nov 2023
RDP
2023-08
Second, the merchant could have least-cost routing (LCR) enabled. This lets merchants choose to override the default network for contactless payments. ... LCR can lower merchants' payment costs and encourages competition in the debit card market.
https://www.rba.gov.au/publications/rdp/2023/2023-08/card-payments.html
See 1 more results from "RDP 2023-08"
Developments in the Financial System Architecture
10 Mar 2011
FSR
– March 2011
APRA is to apply the LCR to the larger ADIs (around 40 in number). ... The LCR involves a test against a liquidity stress scenario lasting for 30 days.
https://www.rba.gov.au/publications/fsr/2011/mar/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Mar 2013
FSR
– March 2013
year. Overall, the changes represent a relaxation of some aspects of the LCR, which should allow banks globally to more readily meet the requirements. ... GHOS noted that introducing the LCR this way should also minimise potential disruptions to
https://www.rba.gov.au/publications/fsr/2013/mar/dev-fin-sys-arch.html
The Australian Financial System
8 Apr 2022
FSR
– April 2022
Consistent with this, banks' Liquidity Coverage Ratios (LCRs) – which measure holdings of liquid assets relative to the potential outflows that could occur in a short-lived but severe stress scenario – have ... outflows, helping banks meet their LCR
https://www.rba.gov.au/publications/fsr/2022/apr/australian-financial-system.html