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Basel III is a regulatory framework on bank capital adequacy, market liquidity risk and stress testing. It is based upon three main pillars: minimum regulatory capital requirements, supervisory review process and market discipline
Liquidity Coverage Ratio (LCR) is aimed at measuring and promoting short‐term resilience of banks to potential liquidity disruptions by ensuring maintenance of sufficient unencumbered high-quality liquid assets (HQLAs) to meet liquidity needs over for 30 days under liquidity stress scenario
|Basel III Disclosures for period ending 31st March 2020||Liquidity Coverage Ratio for period ending 31st March 2020|
|Basel III Disclosures for period ending 31st December 2019||Liquidity Coverage Ratio for period ending 31st December 2019|
|Basel III Disclosures for period ending 30th September 2019||Liquidity Coverage Ratio for period ending 30th September 2019|
|Basel III disclosures for period ended 30th June 2019||Liquidity Coverage Ratio for period ended 30th June 2019|