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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
27.09.2022 -1,743.5 908.6 168.9 0 1.1 738.7 -3,002.3 -1,800 -1,202.3 0 350.2
26.09.2022 -1,620.3 1,008.6 169.7 0 0.7 838.2 -2,979.5 -1,800 -1,179.5 0 350.5
23.09.2022 -2,023.6 759.6 169.7 0 0.6 589.3 -3,139 -1,800 -1,339 0 355.7
22.09.2022 -2,315 511 171.6 0 0.6 338.9 -3,181.9 -1,800 -1,381.9 0 355.8
21.09.2022 -2,299 762.1 172.6 0 0.8 588.7 -3,417 -2,178.1 -1,239 0 355.9
20.09.2022 -2,566 514.6 173.6 0 0.8 340.2 -3,436.6 -2,178.1 -1,258.5 0 356
* 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: 27.09.2022