12 C.F.R. § 329.10

Current through May 31, 2024
Section 329.10 - Liquidity coverage ratio
(a)Minimum liquidity coverage ratio requirement. Subject to the transition provisions in subpart F of this part, an FDIC-supervised institution must calculate and maintain a liquidity coverage ratio that is equal to or greater than 1.0 on each business day in accordance with this part. An FDIC-supervised institution must calculate its liquidity coverage ratio as of the same time on each calculation date (the elected calculation time). The FDIC-supervised institution must select this time by written notice to the FDIC prior to December 31, 2019. The FDIC-supervised institution may not thereafter change its elected calculation time without prior written approval from the FDIC.
(b)Calculation of the liquidity coverage ratio. A FDIC-supervised institution's liquidity coverage ratio equals:
(1) The FDIC-supervised institution's HQLA amount as of the calculation date, calculated under subpart C of this part; divided by
(2) The FDIC-supervised institution's total net cash outflow amount as of the calculation date, calculated under subpart D of this part.

12 C.F.R. §329.10

79 FR 61523, Oct. 10, 2014, as amended at 84 FR 59282, Nov. 1, 2019
84 FR 59282, 12/31/2019