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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
04/08/2021 -2,048.3 419.4 148.5 0 0.3 270.7 -2,738.4 -1,790 -352 -596.4 270.7
03/08/2021 -1,781.5 504.2 148.5 0 0 355.7 -2,556.1 -1,790 -169.8 -596.3 270.4
02/08/2021 -1,727.1 541.9 148.5 0 0.1 393.3 -2,539.6 -1,790 -153.4 -596.2 270.5
30/07/2021 -1,697.4 547.7 148.5 0 2.8 396.4 -2,505.8 -1,790 -119.9 -595.9 260.7
29/07/2021 -1,612.2 612.4 148.5 0 78.8 385.1 -2,496.2 -1,790 -110.4 -595.8 271.7
28/07/2021 -571.1 274.3 148.5 0 0.1 125.7 -1,117.4 -419 -109 -589.5 272
* 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: 04/08/2021