Sunday, July 24, 2016
Basel III Framework on Liquidity Standards
Assets allowed as the Level 1 High Quality Liquid Assets (HQLAs) for computing the LCR include Government securities in excess of the minimum SLR requirement and, within the mandatory SLR requirement, Government securities to the extent allowed by RBI under MSF [2 per cent of the bank’s NDTL] and under Facility to Avail Liquidity for Liquidity Coverage Ratio (FALLCR) [9 per cent of the bank’s NDTL].
Based on RBI notification dated 21/07/2016. For any further clarification, please refer www.rbi.org.in --------------Poppy