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NBU Changes Instant Liquidity Ratio Calculation

01 August 2018

 

The NBU has included the unencumbered domestic sovereign bonds with up to six months’ maturity into the list of high-quality liquid assets used in the calculation of the instant liquidity ratio (H4).

 

Domestic sovereign bonds are a highly liquid instrument in the stock exchange market of Ukraine.

 

The inclusion of this instrument into the list of high-quality liquid assets meets the requirements of EU legislation and the recommendations of the Basel Committee (Basel III) on the Liquidity Coverage Ratio (LCR) definition.

 

The NBU introduced the Liquidity Coverage Ratio (LCR) by NBU Board Resolution No. 13 On the Introduction of the Liquidity Coverage Ratio (LCR) dated 15 February 2018 and by NBU Board Decision No. 101-D On Approval of the Methodology for the Calculation of Liquidity Coverage Ratio (LCR) dated 15 February 2018.

 

The NBU continues its work on bringing its regulatory requirements to international standards.

 

The changes to the calculation of the instant liquidity ratio (N4) were approved by NBU Board Resolution No. 87 On Amendments to the Guidelines on the Procedure for Regulating Bank Activities in Ukraine dated 31 July 2018, which comes into effect on 2 August 2018.


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Last modification   01.08.2018