Liquidity Coverage Ratio: Liquidity Risk Measurement Standards

Details

• Publisher's site:
  https://www.fdic.gov/|FDIC.gov
• Corporate Authors:
  Federal Deposit Insurance Corporation (FDIC)
• 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:
  https://www.govinfo.gov/content/pkg/FR-2014-10-10/pdf/2014-22520.pdf
• Format:
  PDF
• 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:
  urn:sha-512:6804cf538233f5402210d9b7d8ea1a41f109b079dcf01a4ad381daadb79a1a9fdbb95de4a264538fb71741bc12b3cddc0b3fe0d055f34f57cf8b14377f441546
• Download URL:
  https://archive.fdic.gov/view/fdic/6082/fdic_6082_DS1.pdf
• File Type:
  [PDF - 765.54 KB ]