The banking sector structural liquidity deficit/surplus


(at the beginning of the day)

billions of rubles

Date Structural liquidity deficit (+)/ surplus (-) including
the CBR standard monetary policy instruments regular non-standard CBR monetary policy instruments*
the CBR claims on the banking sector including the CBR liabilities to the banking sector including
auction-based operations standing facilities deposits the CBR bonds
REPOs and buy/sell FX swaps secured loans REPOs and buy/sell FX swaps secured loans auction-based standing facility
1 2 3 4 5 6 7 8 9 10 11 12
21/01/2019 -2,549.7 7.5 0 0 2.4 5.1 -2,800.5 -1,240.1 -175.2 -1,385.2 243.3
18/01/2019 -2,529.4 7.4 0 0 2.3 5.1 -2,780.3 -1,240.1 -155.8 -1,384.3 243.4
17/01/2019 -2,556.8 7.6 0 0 2.5 5.1 -2,808.1 -1,240.1 -184 -1,384 243.7
16/01/2019 -2,598.8 8.5 0 0 2.5 5.9 -2,850.9 -1,290.8 -166.8 -1,393.3 243.7
15/01/2019 -2,594.2 7.6 0 0 2.5 5.1 -2,834.7 -1,290.8 -150.8 -1,393 232.9
14/01/2019 -2,590.4 7.6 0 0 2.5 5.1 -2,850.4 -1,290.8 -166.9 -1,392.7 252.4

* The net of the CBR claims on the banking sector and the CBR liabilities to the banking sector: the CBR specialized monetary policy instruments, contractual committed liquidity facility and sell/buy FX.

Structural liquidity deficit/surplus is calculated as a difference between the CBR aggregated claims on the banking sector and the CBR aggregated liabilities to the banking sector (columns 3+8+12). The banking sector structural liquidity deficit is the state of the banking sector which implies the existence of bank’s permanent need of raising funds with the CBR operations; in case of structural liquidity surplus - permanent need of allocating funds through the CBR operations.


× Закрыть