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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 shortÃ¢ 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 2021||Liquidity Coverage Ratio for period ending 31st March 2021|
|Basel III Disclosures for period ending 31st December 2020||Liquidity Coverage Ratio for period ending 31st December 2020|
|Basel III Disclosures for period ending 30th September 2020||Liquidity Coverage Ratio for period ending 30th September 2020|
|Basel III disclosures for period ended 30th June 2020||Liquidity Coverage Ratio for period ended 30th June 2020|
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