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
21/11/2017 -1,656.5 45.4 0 0 3.3 42.2 -2,039.9 -1,590 -170.6 -279.3 337.9
20/11/2017 -1,665.4 50.8 0 0 3.2 47.5 -2,053 -1,590 -183.8 -279.2 336.8
17/11/2017 -1,652.8 45.9 0 0 3.8 42.2 -2,035.4 -1,590 -166.4 -279 336.7
16/11/2017 -1,660.5 45.9 0 0 3.7 42.2 -2,042.4 -1,590 -173.4 -279 336
15/11/2017 -1,422 46.8 0 0 4.6 42.2 -1,804.5 -1,243.9 -180.6 -380 335.7
14/11/2017 -1,420.9 45.6 0 0 4.5 41.1 -1,803.3 -1,243.9 -179.5 -379.9 336.8

* 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.


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