Liquidity Coverage Ratio

The Liquidity Coverage Ratio (LCR) is a quantitative requirement which seeks to ensure that banking institutions hold sufficient high-quality liquid assets (HQLA) to withstand an acute liquidity stress scenario over a 30-day horizonat both the entity and consolidated level.

This document belongs to Bank Negara Malaysia (BNM). Full access to the original source is available here: https://www.bnm.gov.my/banking-islamic-banking

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