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Banking

Indice di copertura della liquidità

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

Indice di copertura della liquidità 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 Indice di copertura della liquidità?

In this glossary, Indice di copertura della liquidità 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 Indice di copertura della liquidità used in finance?

In finance communication, this term appears in contexts such as: "Le banche sono tenute a mantenere un Indice di copertura della liquidità di almeno il 100% per garantire la resilienza di breve termine a eventuali carenze di liquidità."

Why does Indice di copertura della liquidità matter in finance?

Indice di copertura della liquidità 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 Indice di copertura della liquidità?

Indice di copertura della liquidità is mainly used by Financial Analysts, Bankers, and Traders.

What category does Indice di copertura della liquidità belong to?

In this glossary, Indice di copertura della liquidità 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

Indice di copertura della liquidità

Localized example

Le banche sono tenute a mantenere un Indice di copertura della liquidità di almeno il 100% per garantire la resilienza di breve termine a eventuali carenze di liquidità.

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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