1. Liquidity Risk Regulatory Calculations for Reserve Bank of India User Guide
  2. Introduction

4 Introduction

Various parameters in Liquidity Risk Management help in analyzing the liquidity status of the bank. Liquidity ratios are one such parameter prescribed by the Basel III Guidelines. Oracle Financial Services Liquidity Risk Regulatory Calculations for Reserve Bank of India (LRRCRBI) Application calculates the following two types of ratios:

  • Liquidity Coverage Ratio (LCR)
  • Net Stable Funding Ratio (NSFR)