In January 2013, the Basel Committee therefore published its "Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools" (LCR and Tools).
This paper contains a number of additional metrics for use by supervisors and banks. At the same time, the Committee recognises that supervisors may need to supplement these by using additional tools and metrics to capture jurisdiction-specific issues.
The purpose of this document is to:
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explain the five metrics presented in the LCR and Tools document as well as show how the data can be gathered;
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show how the data and trends in the metrics can be analysed; and
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outline the implications for supervision.
The paper also discusses data collection and design of liquidity reporting, to optimise the value of data for analysis and use by supervisors and banks.
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© BIS - Bank for International Settlements
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