The liquidity coverage ratio (LCR) is a prudential measure of a bank’s short-term liquidity resilience. It compares readily monetisable liquid assets with the cash shortfall expected over a 30-day period of stressed conditions. Expressed as a percentage, the ratio is calculated by dividing the available liquidity buffer by projected net outflows. A value of 100% means that the buffer matches the expected outflows; under the applicable European prudential framework, institutions must generally meet at least this level. In the European Union, the requirement is laid down in Commission Delegated Regulation (EU) 2015/61.
Passende Formel
Bilanzgleichung
Die grundlegende Gleichheit von Mittelverwendung und Mittelherkunft darstellen.
Variablen: Vermögen Aktiva; Eigenkapital und Fremdkapital Passiva.
Anwendung: Als Grundstruktur jeder Bilanz und doppelten Buchführung.
Source: European Central Bank (ECB) (source). This glossary entry is an independently worded adaptation of the cited information.