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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
12.08.2022 -2,631.3 154.6 67.6 0 4.5 82.5 -3,183.8 -1,957 -1,226.8 0 397.9
11.08.2022 -2,675.4 148.4 67.8 0 4.1 76.5 -3,222.1 -1,957 -1,265.1 0 398.3
10.08.2022 -2,629.4 468.8 67.8 0 3.8 397.2 -3,497 -2,349.1 -1,147.9 0 398.8
09.08.2022 -2,617.2 243.3 67.8 0 3.8 171.7 -3,259.3 -1,803.3 -1,456 0 398.8
08.08.2022 -2,359.1 365.5 67.8 0 3.8 293.9 -3,123.7 -1,803.3 -1,320.4 0 399.1
05.08.2022 -2,183.7 544.9 67.8 0 4.2 472.9 -3,128.1 -1,803.3 -1,324.8 0 399.5
* 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: 12.08.2022