المدربThe liquidity coverage ratio (LCR) is the stock of high-quality liquid assets (HQLA) over the net cash outflows of a 30-day stress scenario; it must be at least 100%. HQLA are cash, central bank reserves and Level 1 securities in full, Level 2A assets (such as agency mortgage securities) after a 15% haircut, and Level 2 assets are capped at 40% of the stock; outflows apply run-off rates to each funding source, from 5% for insured stable retail deposits to 40% for non-operational corporate deposits.
Quantitative Finance · المسرد
ما معنى Liquidity coverage ratio, high-quality liquid assets؟
يُعرف أيضًا باسم: liquidity coverage ratio · high-quality liquid assets