LCR Calculator — Liquidity Coverage Ratio (Basel III)
Compute the Basel III Liquidity Coverage Ratio — the share of a bank's High Quality Liquid Assets relative to its projected 30-day net cash outflows under a stress scenario. Enter HQLA, gross outflows and gross inflows to see whether the 100% floor is met.
LCR meets the Basel III minimum of 100%
- 1
Inflow cap (75% of outflows)
75% × 400 = 300 - 2
Capped inflows
min(100, 300) = 100 - 3
Net cash outflows
400 − 100 = 300 - 4
Liquidity Coverage Ratio
500 ÷ 300 × 100 = 166,7Must be ≥ 100% to meet the Basel III minimum.
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LCR = HQLA / (Gross Outflows − min(Gross Inflows, 75% × Gross Outflows)) × 100. Basel III requires ≥ 100%. HQLA are unencumbered liquid assets (Level 1 + haircut-adjusted Level 2); net outflows are the stressed 30-day gross outflows minus capped inflows. Below 100% signals a liquidity shortfall.
Képlet
How this is calculated
The Liquidity Coverage Ratio was introduced under the Basel III framework (fully phased in from January 2015 at 100% in most jurisdictions) to ensure banks hold enough unencumbered liquid assets to survive a 30-day period of acute liquidity stress. The ratio must equal or exceed 100%.
High Quality Liquid Assets (HQLA) are divided into Level 1 (central bank reserves, government bonds — no haircut) and Level 2A/2B assets (e.g. certain corporate bonds — haircut applied). Only unencumbered assets count. This calculator accepts the post-haircut HQLA total.
Net Cash Outflows are gross outflows less an inflow credit capped at 75% of gross outflows. The 75% cap ensures banks cannot fully offset stress outflows with expected inflows, which may themselves fail to materialise in a crisis. If the resulting LCR is below 100%, the bank must hold additional HQLA equal to the shortfall. Figures should be expressed in the same currency unit (the calculator is currency-agnostic — any consistent unit works).
Gyakran ismételt kérdések
The Basel III standard requires a minimum LCR of 100% for internationally active banks. Many national regulators apply the same floor to domestic banks. During COVID-19 some regulators temporarily allowed banks to draw on their buffers, permitting LCR below 100% during recovery.
Level 1 HQLA (no haircut): central bank reserves, government/central bank securities with 0% risk weight, qualifying covered bonds. Level 2A (15% haircut): securities with 20% risk weight, high-quality covered bonds. Level 2B (25–50% haircut): certain RMBS, corporate bonds, equities. Level 2 assets are capped at 40% of total HQLA. Encumbered assets (pledged as collateral) are excluded.
The 75% cap prevents banks from fully netting stress outflows with expected inflows. In a crisis, counterparties may not deliver inflows as assumed. The cap ensures banks maintain a genuine liquidity buffer rather than relying entirely on incoming cash flows that may be uncertain.
Más néven
TG we-Calculate Editorial Team. (2026). LCR Calculator — Liquidity Coverage Ratio (Basel III) [Online calculator]. TG we-Calculate. https://we-calculate.com/hu/calculator/lcr-calculator
TG we-Calculate Editorial Team. "LCR Calculator — Liquidity Coverage Ratio (Basel III)." TG we-Calculate. 2026. https://we-calculate.com/hu/calculator/lcr-calculator.
TG we-Calculate Editorial Team, "LCR Calculator — Liquidity Coverage Ratio (Basel III)," TG we-Calculate, 2026. [Online]. Available: https://we-calculate.com/hu/calculator/lcr-calculator
@misc{wecalculate_lcr_calculator, title = {LCR Calculator — Liquidity Coverage Ratio (Basel III)}, author = {{TG we-Calculate Editorial Team}}, howpublished = {\url{https://we-calculate.com/hu/calculator/lcr-calculator}}, year = {2026}, note = {TG we-Calculate} }
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