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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
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
27/07/2021 -682.8 154.4 148.5 0 0 5.9 -1,109.2 -419 -100.8 -589.4 272
26/07/2021 -441.2 384.1 148.4 0 0 235.7 -1,098.9 -419 -90.6 -589.3 273.6
23/07/2021 -251.8 569 148.4 0 0 420.7 -1,102.2 -419 -94.2 -589 281.3
22/07/2021 -256.1 559.2 148.4 0 0.2 410.7 -1,105 -419 -97.1 -588.9 289.7
* 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: 29/07/2021