​Liquidity

Service Description

Basel III Compliance We help financial institutions assess and optimize liquidity to meet regulatory requirements and support stable operations. Liquidity Coverage Ratio (LCR) Guidance: We assist in calculating and managing the LCR by identifying eligible assets and applying Basel III rules: Level I assets: Federal Reserve balances, quickly withdrawable foreign resources, sovereign-backed securities, and U.S. government-issued or guaranteed securities. No discount applied. Level 2A assets: Securities issued or guaranteed by multilateral development banks, sovereigns, or U.S. government-sponsored enterprises. 15% discount applied. Level 2B assets: Publicly-traded common stock and investment-grade corporate debt from non-financial corporations. 50% discount applied. Risk Optimization: We provide strategies to maximize high-quality liquid assets while ensuring sufficient coverage to handle stress scenarios and unexpected outflows. Keywords: Liquidity Management, Basel III, Liquidity Coverage Ratio, Level I Assets, Level 2A Assets, Level 2B Assets, Risk Optimization