The changes in the LCR calibration impose a re-designing of the liquidity strategies in the banks. Our article concretely describes the most important changes in the final LCR regulation.

Especially the calculation of the LCR Ratio has become more complex due to multiple constraints introduced. In our article we show an example of the calculation of the recognised high liquid assets – the current regulation will be introduced in our ALM decision trainings and ALM Update Workshops in spring 2015.

We are looking forward to receiving your feedback! Please send your questions and suggestions to Patrick Haas at haas[at]financetrainer.com.

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