Liquidity Coverage Ratio (LCR)

Category: Financial Risk · Abbreviation: LCR

What is Liquidity Coverage Ratio?

Basel III requirement ensuring banks hold sufficient high-quality liquid assets to survive a 30-day stress scenario.

Related terms

• NSFR
• Liquidity Risk
• Basel III

More Financial Risk terms

• Capital Adequacy Ratio (CAR)
• Capital Planning
• Common Equity Tier 1 (CET1)
• Economic Capital
• Expected Shortfall (ES)
• Fair Value

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