LCRs Under US Rules Are More Volatile Than Under Basel Standard: OFRMani
The Liquidity Coverage Ratios (LCR) computed under the U.S. rules are more volatile and difficult to interpret than LCRs computed under the Basel standard, notes the Office of Financial Research.
Jill Cetina and Katherine Gleason of OFR in their October 7, 2015 research report titled: “The Difficult Business of Measuring Banks’ Liquidity: Understanding the Liquidity Coverage Ratio” point out that unlike some other regulatory ratios . . .
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