Practice Question Set: Basel III: Liquidity Coverage Ratio

This practice question set consists of 21 pages reviewing the concepts of:

The minimum liquidity coverage ratio.
The characteristics of high quality liquid assets (HQLA) and operational requirements for assets to qualify as HQLA.
Level 1, Level 2A, and Level 2B assets, and define the respective cap for each asset class as a percentage of total HQLA.
How total net cash outflows are calculated for the minimum liquidity coverage ratio.
Additional metrics to be used by supervisors as monitoring tools when assessing the liquidity risk of a bank.

We have also provided individual links for each question to their respective forum discussion.

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