Indicator of short-term liquidity of banks in the conditions of transition to the international standards "Basel III"

Abstract

In the article the introduction of liquidity coverage ratio (LCR) according to Basel III global liquidity standards is considered; the current banking environment from the standpoint of readiness of banks to estimate the liquiditycoverage ratio via novel method is analysed; the problems and difficulties associated with regulation of banks’ liquidity under the new global requirements are identified.