| 单词 | liquidity_coverage_ratio |
| 释义 | Liquidity Coverage Ratio Under Basel III, banks need to have more high quality liquid assets than projected cash outflows over 30 days in a significant stress scenario (specified by supervisors), i.e. a ratio greater than one. The idea is that banks should be able to withstand a 30-day credit crunch by selling the high quality assets. |
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