Requirements for domestic systemically important banks (D-SIBs) and internationally active banks to disclose information about their liquidity coverage ratio (LCR), and information relating to their internal liquidity risk measurement and management framework.
This notice applies to all domestic systemically important banks (D-SIBs) and internationally active banks.
It sets out requirements for a bank to disclose quantitative and qualitative information about their liquidity coverage ratio (LCR).
It also sets out requirements for a bank to disclose information relating to its internal liquidity risk measurement and management framework, as well as information to enable market participants to better understand its liquidity risk management and positions.
