Search: LCR
RBA Glossary definition for LCR
LCR – Liquidity Coverage Ratio
Search Results
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
Regulatory Developments
10 Apr 2018
FSR
– April 2018
It noted that the Basel III risk-based capital rules and the Liquidity Coverage Ratio (LCR) regulations are now in force in all BCBS member jurisdictions. ... In October, an RCAP assessment of Australia's LCR rules provided the domestic framework with
https://www.rba.gov.au/publications/fsr/2018/apr/regulatory-developments.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
21 Apr 2017
FSR
– April 2017
December 2016, well above the 100 per cent minimum Liquidity Coverage Ratio (LCR) requirement. ... The NSFR is intended to complement the LCR by encouraging banks to fund less liquid assets with more stable liabilities, such as long-term debt and retail
https://www.rba.gov.au/publications/fsr/2017/apr/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
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
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