Indicadores de liquidez LCR e NSFR e os impactos decorrentes de cenários adversos

Abstract

This work aims to assess compliance with the Resolutions provided for on Caixa Econômica's Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) regulatory indicators, as well as their impacts, considering the scenario of the Covid19 pandemic. The Basel III, in response to the financial crisis that broke out in 2008, increased the requirements for Financial Institutions to present satisfactory degrees of liquidity, so that they can fulfill their obligations in the face of a scenario of reduced cash inflows in institutions, on the other hand, an increase in cash outflow in response to credit demands, without affecting liquidity levels. Therefore, these levels are measured by the indicators: LCR that presents the result of short-term liquidity and the NSFR presents that result of long-term liquidity. The analysis shows that, even in the face of the crisis, Caixa Econômica Federal managed to maintain good liquidity levels, corroborating the various measures adopted by the Central Bank to ensure that the banking sector maintained the flow of credit without compromising the sector's stability.