Consolidated Basel Framework – liquidity coverage ratio (LCR)

Last updated: December 2022

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This standard describes the Liquidity Coverage Ratio, a measure which promotes the short-term resilience of a bank’s liquidity risk profile.

The LCR standard and monitoring tools should be applied to all internationally active banks on a consolidated basis, but may be used for other banks and on any subset of entities of internationally active banks as well to ensure greater consistency and a level playing field between domestic and cross-border banks. The LCR standard and monitoring tools should be applied consistently wherever they are applied.