RBI to review liquidity coverage ratio framework: Governor Shaktikanta Das
This warrants a revisiting of the assumptions made under the liquidity coverage ratio framework, Das said, adding that it is only in events of acute stress that such a framework would be helpful.
Reserve Bank Governor Shaktikanta Das on Friday announced a review of the liquidity coverage ratio for banks to ensure smooth functioning even in events of acute stress.
In a statement on Developmental and Regulatory Policies announced with the new fiscal year's first monetary policy review, Das said recent events in other countries have shown that digital channels have been used by customers to quickly withdraw or transfer funds from banks.
This warrants a revisiting of the assumptions made under the liquidity coverage ratio framework, Das said, adding that it is only in events of "acute stress" that such a framework would be helpful.
"Certain modifications to the LCR (liquidity coverage ratio) framework are being proposed towards facilitating better management of liquidity risk by the banks," Das said, adding that a draft circular will be issued on it soon.
He assured that the RBI will adopt a balanced and consultative approach on reviewing the regulation.
At present, banks covered under LCR framework are required to maintain a stock of high quality liquid assets (HQLA) to cover the expected net cash outflows in the next 30 calendar days, he said.
Meanwhile, the Governor also announced that Small Finance Banks (SFBs) will soon be allowed to deal in permissible rupee interest derivative products.
At present, this set of lenders is allowed to use only Interest Rate Futures (IRFs) for the purpose of proprietary hedging, he said.
The decision to deal in rupee interest derivatives will expand the avenues to hedge interest rate risk and also provide greater flexibility to the SFBs, Das said.
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