The Central Bank proposed to clarify the procedure for calculating the short-term liquidity of banks
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Bank of Russia published a draft instruction specifying the procedure for calculating the short-term liquidity indicator. The Central Bank notes that documentwhich will now be discussed with the banking community, is aimed at optimizing the calculation of the liquidity of financial institutions.
As the press service of the regulator notes, the discussion of the draft regulation will last until September 4, 2023 inclusive.
Among the main changes that the document developed by the Central Bank suggests:
- inclusion in the composition of highly liquid assets (HQLA) of digital rubles, corporate bonds based on the national rating;
- attributing to HQLA own bonds of DOM.RF (along with bonds of the state development corporation VEB.RF);
- inclusion in the calculation of the indicator of short-term liquidity of the HQLA transferred as collateral for clearing participation certificates, if they can be immediately called.
The Central Bank notes that the clarification of the calculation of the short-term liquidity ratio will become an “intermediate stage” in the development of liquidity risk regulation. The Central Bank promised to discuss the structure of the new regulation with the banking community by the end of this year, during which time the regulator may propose several new projects for consideration at once.
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