Basel III & beyond: revised Liquidity Coverage Ratio (LCR)
Background to the changes The key changes High Quality Liquid Assets Cash outflows and run-off rates Cash inflows Application of the metric Monitoring tools PwC preliminary assessment Introduction On 7 January 2013 the Basel Committee on Banking Supervision (BCBS) issued a finalised standard on the Liquidity Coverage Ratio (LCR). The LCR forms one of