Search: LCR
RBA Glossary definition for LCR
LCR – Liquidity Coverage Ratio
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Developments in the Financial System Architecture
24 Sep 2013
FSR
September 2013
PDF
700KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/dev-fin-sys-arch.pdf
The Australian Financial System
10 Apr 2018
FSR
– April 2018
Australian banks also remain resilient to potential domestic liquidity shocks, with both their Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) well above the 100 per cent minimum requirements. ... The LCR measures banks' buffers of
https://www.rba.gov.au/publications/fsr/2018/apr/australian-financial-system.html
Developments in the Financial System Architecture
23 Sep 2014
FSR
September 2014
PDF
731KB
https://www.rba.gov.au/publications/fsr/2014/sep/pdf/dev-fin-sys-arch.pdf
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 Global Financial Environment
24 Mar 2015
FSR
March 2015
PDF
623KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/global-fin-env.pdf
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
8 Oct 2021
FSR
– October 2021
For the major banks, the increase in liquid assets has matched this increase in short-term liabilities, leaving the ratio of these – the Liquidity Coverage Ratio (LCR) – little changed since the ... For the smaller LCR banks, their LCRs have
https://www.rba.gov.au/publications/fsr/2021/oct/australian-financial-system.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 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