Liquidity Coverage Ratio: Liquidity Risk Measurement Standards
Advanced Search
Select up to three search categories and corresponding keywords using the fields to the right. Refer to the Help section for more detailed instructions.

Search our Collections & Repository

For very narrow results

When looking for a specific result

Best used for discovery & interchangable words

Recommended to be used in conjunction with other fields

Dates

to

Document Data
Library
People
Clear All
Clear All

For additional assistance using the Custom Query please check out our Help Page

i

Liquidity Coverage Ratio: Liquidity Risk Measurement Standards

Filetype[PDF-765.54 KB]



Details:

  • Publisher's site:
  • Corporate Authors:
  • Content Notes:
    Table 1: Table 1-Determination of Total Net Cash Outflow Using the Add-On Approach (Pg 61477)

    Table 2: Table 2-Potential Derivative Valuation Change Outflow Amount (Pg 61490)

    Table 3: Table 3a-Secured Funding Transaction Outflow Rates (Pg 61508)

    Table 4: Table 3b-Asset Exchange Outflow Rates (Pg 61508-61509)

    Table 5: Table 4a-Secured Lending Transaction Inflow Rates (Pg 61515)

    Table 6: Table 4b-Asset Exchange Inflow Rates (Pg 61515-61516)

    Table 7: Table 5-Transition Period for the Liquidity Coverage Ratio (Pg 61519)

    Table 8: Table 6-Transition Period for the Modified Liquidity Coverage Ratio (Pg 61521)

  • Dataset Download URL:
  • Format:
  • Release Date:
    10/10/2014
  • Agencies Involved:
    Federal Deposit Insurance Corporation (FDIC);Office of the Comptroller of the Currency (OCC);Board of Governors of the Federal Reserve System;
  • Law Involved:
    Paperwork Reduction Act of 1995
  • Related Regulation:
    12 CFR Part 50;12 CFR Part 249;
  • Comment Period End Date:
    12/09/2014
  • Source:
    FDIC Website/GovInfo
  • Effective Date:
    01/01/2015
  • Federal Register Citation Number:
    79 FR 61440
  • CFR Number:
    12 CFR Part 329
  • RIN Indentifier:
    1557–AD74;7100–AE03;3064–AE04;
  • Other Agency Docket IDs:
    Docket ID OCC–2013–0016;Regulation WW; Docket No. R–1466;
  • Main Document Checksum:
  • Download URL:
  • File Type:

Supporting Files

  • No Additional Files
More +

Related Documents

You May Also Like

Checkout today's featured content at archive.fdic.gov

Version 3.27.1