This story appeared in Bank Digest.
The Federal Reserve Board has adopted a rule that will require large banking organizations to publicly disclose certain quantitative liquidity risk metrics, including their consolidated liquidity coverage ratios, high-quality liquid asset totals, projected net stressed cash outflow amounts, and derivatives inflows and outflows. The Fed's LCR rule requires each covered institution to hold a minimum amount of HQLA that can be easily and quickly converted into cash. The amount of HQLA held by each banking organization must be equal to or greater than its net cash outflows during a 30-day stress period. The ratio of HQLA to that net cash outflow is the institution's LCR ratio, and it must be at least equal to 1:1. The final rule is effective April 1, 2017.