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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
03.12.2021 -808.3 1,187.9 126.7 0 9.7 1,051.4 -2,175.4 -1,860 -151.4 -164 179.2
02.12.2021 -912.7 1,123 126.7 0 4.9 991.3 -2,214.5 -1,860 -190.6 -163.9 178.9
01.12.2021 -339.5 1,029.2 126.7 0 46.1 856.3 -1,547.4 -1,240 -143.5 -163.9 178.8
30.11.2021 -408.6 953.3 126.7 0 0.2 826.3 -1,542.1 -1,240 -138.2 -163.9 180.2
29.11.2021 -573.1 798.3 126.7 0 15.2 656.3 -1,551.4 -1,240 -147.6 -163.8 180
26.11.2021 -384.3 948.4 126.7 0 14.9 806.8 -1,513 -1,240 -109.3 -163.7 180.3
* 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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Last updated on: 03.12.2021