likviidsusnõuetega

Liquidity requirements are a set of regulations imposed by financial authorities on banks and other financial institutions to ensure they can meet their short-term obligations. These requirements are designed to maintain the stability of the financial system by preventing bank runs and systemic crises.

The primary goal of liquidity requirements is to ensure that banks have sufficient unencumbered, high-quality liquid assets (HQLA) to survive a range of stress scenarios. These scenarios can include a significant decline in the value of assets, an inability to access funding markets, and a large outflow of deposits.

Key metrics used to measure liquidity include the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR). The LCR requires banks to hold enough HQLA to cover their net cash outflows over a 30-day stress period. The NSFR promotes 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.

These regulations encourage banks to manage their assets and liabilities more prudently, reducing excessive risk-taking and enhancing their ability to withstand market shocks. Compliance with liquidity requirements is a critical aspect of prudential supervision for financial institutions globally.