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Banking

Ratio de couverture de liquidité

A regulatory metric under Basel III requiring banks to hold sufficient high-quality liquid assets to cover total net cash outflows over a 30-day stress scenario.

Quick answer: A regulatory metric under Basel III requiring banks to hold sufficient high-quality liquid assets to cover total net cash outflows over a 30-day stress scenario.

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Quick answer

A regulatory metric under Basel III requiring banks to hold sufficient high-quality liquid assets to cover total net cash outflows over a 30-day stress scenario.

Why it matters

Ratio de couverture de liquidité matters because it supports clear communication in Banking contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Editorial context

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Questions and answers

Questions and answers

What is Ratio de couverture de liquidité?

In this glossary, Ratio de couverture de liquidité refers to: A regulatory metric under Basel III requiring banks to hold sufficient high-quality liquid assets to cover total net cash outflows over a 30-day stress scenario.

How is Ratio de couverture de liquidité used in finance?

In finance communication, this term appears in contexts such as: "Les banques doivent maintenir un ratio de couverture de liquidité d’au moins 100 % afin d’assurer leur résilience face aux perturbations de liquidité à court terme."

Why does Ratio de couverture de liquidité matter in finance?

Ratio de couverture de liquidité matters because it supports clear communication in Banking contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Who uses Ratio de couverture de liquidité?

Ratio de couverture de liquidité is mainly used by Financial Analysts, Bankers, and Traders.

What category does Ratio de couverture de liquidité belong to?

In this glossary, Ratio de couverture de liquidité is grouped under Banking. Related pages in this category explain adjacent procedures, commands and operational concepts.

Where does this definition come from?

This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.

Definition

A regulatory metric under Basel III requiring banks to hold sufficient high-quality liquid assets to cover total net cash outflows over a 30-day stress scenario.

Operational example

Banks are required to maintain a Liquidity Coverage Ratio of at least 100% to ensure short-term resilience to liquidity disruptions.

Localized term

Ratio de couverture de liquidité

Localized example

Les banques doivent maintenir un ratio de couverture de liquidité d’au moins 100 % afin d’assurer leur résilience face aux perturbations de liquidité à court terme.

Definition language

English reference definition

Source

CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

Category

Banking

Exam relevance

  • CFA
  • ACCA
  • FRM

Target audience

  • Financial Analysts
  • Bankers
  • Traders

Related terms

Use the related links below to continue through connected finance terminology.

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