likviidsusnõudeid

Liquidity requirements are a set of regulations imposed by financial authorities on banks and other financial institutions to ensure they hold sufficient liquid assets to meet their short-term obligations. These requirements are designed to safeguard the stability of the financial system by preventing bank runs and systemic crises. The most common liquidity requirements are based on the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR).

The LCR mandates that banks hold enough high-quality liquid assets (HQLA) to cover their net cash outflows over a 30-day stress period. HQLA typically includes cash, central bank reserves, and certain government securities that can be easily converted into cash with little to no loss of value. The NSFR, on the other hand, aims to promote resilience over a longer time horizon by requiring banks to maintain a stable funding profile in relation to the liquidity characteristics of their assets and off-balance sheet activities over one year.

These liquidity requirements are crucial for maintaining confidence in the banking system. If a bank cannot meet its immediate obligations, it can lead to a loss of confidence among depositors and other creditors, potentially triggering a liquidity crisis. By enforcing these ratios, regulators aim to ensure that financial institutions can withstand periods of market stress and continue to function, thereby protecting the broader economy from the contagion effects of financial instability. Compliance with these regulations is subject to regular monitoring and reporting to the relevant supervisory bodies.