Large Bank Examination Workshop February 2026

LCR, NSFR, SLR (Only for largest banking organizations) • Liquidity Coverage Ratio (LCR) for short term (30 days) liquidity risk management under stress scenario • Net Stable Funding Ratio (NSFR) for longer term structural liquidity mismatches • Supplementary Liquidity Ratio (SLR) – ratio to estimate total leverage exposure, includes on balance sheet and some off balance sheet exposure.

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Liquidity Coverage Ratio The LCR requires banks to hold a buffer against net short-term outflows under stress.

Total Cash Outflow

Total Cash Inflow

Net Cash Outflow

Banks must hold 100% of this in HQLA

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