BANK Part 9.3 Liquidity coverage ratio — liquidity risk group A banking business firms
Notes for Part 9.3
1 Much of this Part is based on Basel III: The Liquidity Coverage Ratio and risk monitoring tools, published in January 2013 by the Basel Committee on Banking Supervision, available at http://www.bis.org/publ/bcbs238.htm (Basel III LCR).
2 This Part applies only to liquidity risk group A banking business firms — see rule 9.1.4.
|Inserted by QFCRA RM/2018-1 (as from 1st May 2018).|