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The Liquidity Coverage Ratio: the need for further complementary ratios?

Author

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  • Ojo, Marianne

Abstract

This paper considers components of the Liquidity Coverage Ratio – as well as certain prevailing gaps which may necessitate the introduction of a complementary liquidity ratio. The definitions and objectives accorded to the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) highlight the focus which is accorded to time horizons for funding bank operations. A ratio which would focus on the rate of liquidity transformations and which could also serve as a complementary metric given certain gaps which currently prevail with the Liquidity Coverage Ratio, as well as existing gaps with other complementary liquidity monitoring tools, is proposed.

Suggested Citation

  • Ojo, Marianne, 2013. "The Liquidity Coverage Ratio: the need for further complementary ratios?," MPRA Paper 48831, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:48831
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    File URL: https://mpra.ub.uni-muenchen.de/48831/1/MPRA_paper_48831.pdf
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    File URL: https://mpra.ub.uni-muenchen.de/51024/1/MPRA_paper_48831.pdf
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    Citations

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    Cited by:

    1. Christian Welzel & Ronald Inglehart, 2013. "Evolution, empowerment and emancipation: How societies ascend the utility ladder of freedoms," HSE Working papers WP BRP 29/SOC/2013, National Research University Higher School of Economics.

    More about this item

    Keywords

    Liquidity Coverage Ratio (LCR); Net Stable Funding Ratio (NSFR); High Quality Liquid Assets (HQLA); liquidity monitoring tools; objectivity; comparability; transparency; disclosure;
    All these keywords.

    JEL classification:

    • E0 - Macroeconomics and Monetary Economics - - General
    • E02 - Macroeconomics and Monetary Economics - - General - - - Institutions and the Macroeconomy
    • G2 - Financial Economics - - Financial Institutions and Services
    • G3 - Financial Economics - - Corporate Finance and Governance
    • K2 - Law and Economics - - Regulation and Business Law

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