Verify that a bank holds enough high-quality liquid assets to survive a 30-day stress scenario, as required under Basel III.
Cash, central bank reserves, government securities
Expected cash outflows minus inflows over 30-day stress period
The Liquidity Coverage Ratio is a Basel III regulatory requirement ensuring banks hold enough high-quality liquid assets to survive a 30-day stressed funding scenario. Banks must maintain LCR of at least 100%.
Liquidity Coverage Ratio
HQLA Surplus / Deficit
Compliance Status
Minimum requirement: 100%
Banks must maintain an LCR of at least 100% to comply with Basel III requirements. This ensures sufficient liquidity during a 30-day stress scenario.
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