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
20/07/2018 -3,612.5 9.3 0 0 3.9 5.4 -3,925.7 -2,377.4 -166.5 -1,381.8 303.9
19/07/2018 -3,595.3 42 0 0 36.4 5.5 -3,941.6 -2,377.4 -182.7 -1,381.5 304.3
18/07/2018 -4,128.2 8.8 0 0 3.4 5.4 -4,442 -2,869.6 -195.6 -1,376.8 305
17/07/2018 -4,095.9 45.6 0 0 40.2 5.4 -4,446.4 -2,869.6 -200.2 -1,376.6 304.9
16/07/2018 -4,115.6 9.3 0 0 3.9 5.4 -4,418.4 -2,869.6 -172.5 -1,376.3 293.5
13/07/2018 -4,119.4 9.5 0 0 3.8 5.7 -4,436.4 -2,869.6 -191.3 -1,375.5 307.5

* 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