A bank holds Treasury bills as HQLA (High quality liquid assets), these have a value of 75m. Under 30 day stress the cash outflows are estimated to be 110m, and the cash inflows 15m. Does the institution meet the minimum LCR requirement?

Question

Answer

No, it doesn´t

Answer

Yes, it does

Answer

From the data given can not be determined, because Treasury Bills are not part of HQLA

Answer

From the data given can not be determined, because LCR is calculated on a 60 day stress horizon

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A bank holds Treasury bills as HQLA (High quality liquid assets), these have a v...

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