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RBA Glossary definition for LCR

LCR – Liquidity Coverage Ratio

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An Efficient, Competitive and Safe Payments System

14 Dec 2022 Speech
Philip Lowe
Speech delivered by Philip Lowe, Governor, at Australian Payments Network Summit 2022, Sydney
https://www.rba.gov.au/speeches/2022/sp-gov-2022-12-14.html

The Cash Market

15 Dec 2016 Bulletin – December 2016
Al Hing, Gerard Kelly and David Olivan
The cash market is the market for unsecured, overnight loans between banks. The weighted average of interest rates on these loans is the cash rate, the Reserve Bank's operational target for monetary policy and an important financial benchmark. Over
https://www.rba.gov.au/publications/bulletin/2016/dec/4.html

The Model

9 Oct 2019 RDP 2019-10
Nicholas Garvin
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
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The Committed Liquidity Facility: 2015–2022

25 Jan 2024 Bulletin – January 2024
Fabio Rustia, Carl Schwartz and Nick Stenner
The Reserve Bank’s Committed Liquidity Facility (CLF) was used from 2015 to 2022 to enhance the resilience of the banking system to times of liquidity stress.
https://www.rba.gov.au/publications/bulletin/2024/jan/the-committed-liquidity-facility-2015-2022.html

The Committed Liquidity Facility

23 Nov 2011 Speech
Guy Debelle
Speech by Guy Debelle to the Australian Securitisation Forum, Sydney
https://www.rba.gov.au/speeches/2011/sp-ag-231111.html

The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey

21 Nov 2023 RDP PDF 2354KB
The Evolution of Consumer Payments in Australia: Results from the. 2022 Consumer Payments Survey. Tanya Livermore, Jack Mulqueeney, Thuong Nguyen and Benjamin Watson. Research Discussion Paper. R DP 2023- 08. Figures in this publication were
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-08.pdf

Box A: The Basel III Liquidity Reforms in Australia

24 Mar 2015 FSR March 2015 PDF 51KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/box-a.pdf

Modernising Australia's Payments System

11 Mar 2024 Speech PDF 486KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-gov-2023-12-12.pdf

Financial Regulation and Australian Dollar Liquid Assets

10 Sep 2012 Bulletin – September 2012
Alexandra Heath and Mark Manning
Furthermore, the LCR is subject to an observation period and therefore the specific parameters used to set requirements could potentially be refined. ... LCR would be met in the absence of a structural shortage of HQLA.
https://www.rba.gov.au/publications/bulletin/2012/sep/6.html

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