Liquidity Coverage Ratio: Liquidity Risk Measurement, Standards, and Monitoring

Details

• Publisher's site:
  https://www.fdic.gov/|FDIC.gov
• Corporate Authors:
  Federal Deposit Insurance Corporation (FDIC)
• Description:
  This Federal Register contains 30 Staff Disclosures and 99 comments. The comments can be found in the Supporting Files section.
• Content Notes:
  Table 1: Table 1-Determination of Peak Net Contractual Outflow Day (Pg 71834)
  
  Table 2: Table 2-Transition Period for the Liquidity Coverage Ratio (Pg 71846)
  
  Table 3: Table 3-Non-Maturity Modified Outflows (Pg 71847-71848)
  
  Table 4: Table 1-Special Liquidity Facilities Introduced During the 2007-2009 Financial Crisis (Pg 71851-71852)
  
  Table 5: Table 2-Transition Period for the Minimum Liquidity Coverage Ratio (Pg 71852)
  
  Table 6: Table 3-LCR Opportunity Cost Estimates (Pg 71853)
  
  Table 7: Table 4-Estimated Annual Hours for LCR Calculation (Pg 71854)
  
  Table 8: Table 5-Estimated Operational Costs for LCR Proposal (Pg 71854)
  
  
• Dataset Download URL:
  https://www.govinfo.gov/content/pkg/FR-2013-11-29/pdf/2013-27082.pdf
• Format:
  PDF
• Release Date:
  11/29/2013
• Agencies Involved:
  Federal Deposit Insurance Corporation (FDIC) ; Office of the Comptroller of the Currency (OCC) ; Board of Governors of the Federal Reserve System
• Related Regulation:
  12 CFR Part 50 ; 12 CFR Part 249
• Comment Period End Date:
  01/31/2014
• Source:
  FDIC Website/GovInfo
• Federal Register Citation Number:
  78 FR 71818
• CFR Number:
  12 CFR Part 329
• RIN Indentifier:
  1557 AD 74 ; 7100 AE–03 ; 3064–AE04
• Other Agency Docket IDs:
  Docket ID OCC–2013–0016 ; Regulation WW; Docket No. R–1466
• Main Document Checksum:
  urn:sha256:53a827fb5ff6bb1917402d1050ac07502095319dd1212b338adb1e77e7d3ed19
• Download URL:
  https://archive.fdic.gov/view/fdic/5968/fdic_5968_DS1.pdf
• File Type:
  [PDF - 567.38 KB ]