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The Liquidity Coverage Ratio: The Need for Further Complementary Ratios?

Ojo, Mariane.B. (2013) The Liquidity Coverage Ratio: The Need for Further Complementary Ratios? Social Science Research Network. pp. 1-6.

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Abstract

This paper considers components of the Liquidity Coverage Ratio – as well as certain prevailing gaps which may necessitate the introduction of a complementary liquidity ratio. The definitions and objectives accorded to the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) highlight the focus which is accorded to time horizons for funding bank operations. A ratio which would focus on the rate of liquidity transformations and which could also serve as a complementary metric, given certain gaps which currently prevail with the Liquidity Coverage Ratio, as well as existing gaps with other complementary liquidity monitoring tools, is proposed

Item Type: Article
Subjects: H Social Sciences > HG Finance
Divisions: Faculty of Law, Arts and Social Sciences > School of Social Sciences
Depositing User: Mr Solomon Bayoko
Date Deposited: 21 Nov 2013 15:32
Last Modified: 21 Nov 2013 15:32
URI: http://eprints.covenantuniversity.edu.ng/id/eprint/1912

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