2023-06-14 | 29732

Liquidity Coverage Ratio (LCR) – Quantitative Impact Study

The banking regulator issued a Quantitative Impact Study to assess the effects of the Liquidity Coverage Ratio (LCR) framework. This initiative targets institutions subject to Basel II and III implementation requirements to evaluate their liquidity risk management capabilities. The study aims to gather data on how the new LCR standards impact banks' balance sheets and funding strategies.

Trinidad and Tobago

Central Bank of Trinidad and Tobago

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Banking Sector , Basel II/III Implementation Liquidity Coverage Ratio (LCR) – Quantitative Impact Study Share