Equity should be included in LCR – Risk.net poll
Equity should be included in Basel III liquidity coverage ratio, say respondents
Equity should be included as an eligible asset in the liquidity coverage ratio (LCR) under Basel III, according to respondents in a Risk.net poll conducted in June.
Sixty-one per cent of respondents to the poll believe equity should be included, with 31% opposed to the idea and 3% unsure.
Under the LCR, banks must have enough high-quality liquid assets to cover expected net cash outflows over a 30-day period of stress. At least 60% of the liquidity buffer must comprise so-called level 1 assets –
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