Liquidity Risk Management
- Liquidity Coverage Ratio (LCR)
- Principles for Sound Liquidity Risk Management and Supervision
- Loans to Deposits Ratio Guidelines
- Guidance Document Concerning Basel III: The Net Stable Funding Ratio (NSFR) - Based on BCBS Document of October 2014
- 1. Overview
- 2. Frequency of Calculation and Reporting
- 3. Scope of Application
- 4. Minimum Requirements and Other Guidance
- 5. General Guidance
- 6. Specific Guidance - Liabilities and Capital
- 7. Specific Guidance Notes – Assets
- 8. Interdependent Assets and Liabilities
- 9. Off-Balance Sheet Exposures
- Net Stable Funding Ratio Prudential Returns
- Framework on Monitoring Tools for Intraday Liquidity Management
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