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Basel Framework - Bank for International Settlements
https://www.bis.org/basel_framework/chapter/LCR/30.htm?tldate=20191231&inforce=20191215
WEBDec 15, 2019 · The numerator of the Liquidity Coverage Ratio (LCR) is the “stock of high-quality liquid assets (HQLA)”. Under the standard, banks must hold a stock of unencumbered HQLA to cover the total net cash outflows (as defined in LCR40) over a 30-day period under the stress scenario prescribed in LCR20. In order to qualify as HQLA, …
DA: 67 PA: 10 MOZ Rank: 97
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High-Quality Liquid Assets (HQLA) - BabyPips.com
https://www.babypips.com/forexpedia/hqla
WEBHQLA are assets that banks and other financial institutions hold to meet their short-term liquidity needs in times of financial stress. These assets are characterized by their low risk, high credit quality, and the ability to be easily and …
DA: 95 PA: 65 MOZ Rank: 48
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The Liquidity Coverage Ratio and Corporate Liquidity Management
https://www.federalreserve.gov/econres/notes/feds-notes/the-liquidity-coverage-ratio-and-corporate-liquidity-management-20200226.html
WEBFeb 26, 2020 · Note: An estimate of the regulatory high quality liquid assets (HQLA) is constructed as reserves plus estimates of securities that qualify as high-quality liquid assets as defined by the LCR. Level 1 assets, and haircuts and restrictions on Level 2 assets, are incorporated into the estimate.
DA: 17 PA: 11 MOZ Rank: 37
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Basel III: The Liquidity Coverage Ratio and liquidity risk …
https://www.bis.org/publ/bcbs238.pdf
WEBThis document presents one of the Basel Committee’s1 key reforms to develop a more resilient banking sector: the Liquidity Coverage Ratio (LCR). The objective of the LCR is to promote the short-term resilience of the liquidity risk profile of banks.
DA: 43 PA: 91 MOZ Rank: 14
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How have banks been managing the composition of high …
https://files.stlouisfed.org/files/htdocs/publications/review/2019/07/12/how-have-banks-been-managing-the-composition-of-high-quality-liquid-assets.pdf
WEBJul 12, 2019 · Given the lack of public data on how banks have been meeting this requirement, we construct estimates of U.S. banks’ high-quality liquid assets (HQLA) and examine how banks have managed these assets since the crisis.
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12 CFR 50.22 -- Requirements for eligible high-quality liquid assets.
https://www.ecfr.gov/current/title-12/chapter-I/part-50/subpart-C/section-50.22
WEBA national bank's or Federal savings association's eligible HQLA must meet all of the following criteria: ( 1) The assets are not encumbered. ( ii) An asset received from a secured funding transaction involving client pool securities that were held in a segregated account;
DA: 34 PA: 74 MOZ Rank: 28
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How Have Banks Been Managing the Composition of High …
https://research.stlouisfed.org/publications/review/2019/07/12/how-have-banks-been-managing-the-composition-of-high-quality-liquid-assets
WEBJul 12, 2019 · In particular, beginning in 2015, large banks in the United States have needed to comply with the liquidity coverage ratio (LCR) by holding sufficient "high-quality liquid assets" (HQLA), a requirement that has induced significant changes to banks' balance sheet management.
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12 CFR Part 249 Subpart C -- High-Quality Liquid Assets
https://www.ecfr.gov/current/title-12/chapter-II/subchapter-A/part-249/subpart-C
WEB§ 249.20 High-quality liquid asset criteria. ( a) Level 1 liquid assets. An asset is a level 1 liquid asset if it is one of the following types of assets: ( 1) Reserve Bank balances; ( 2) Foreign withdrawable reserves;
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Basel Committee on Banking Supervision - Bank for …
https://www.bis.org/publ/bcbs273.pdf
WEBThe LCR is designed to ensure that banks have an adequate stock of unencumbered high quality liquid assets (HQLA) that can be converted into cash easily and quickly in private markets to meet a bank’s liquidity needs over a 30-calendar day liquidity stress scenario. HQLA. Total net cash outflows over the next 30 calendar days. ≥ 100%
DA: 92 PA: 26 MOZ Rank: 59
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The HQLA solution helps monitor bank liquidity requirements …
https://data.bloomberglp.com/professional/sites/10/High-Quality-Liquid-Assets-Fact-Sheet.pdf
WEBBloomberg’s HQLA solution ofers a set of data points to assist clients in complying with Basel III’s LCR requirements and regulatory reporting (e.g., FR 2052a reporting in the U.S. and Common Reporting (COREP) in the EU).
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