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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
24.03.2023 -1,814.3 2,000.5 1,765.9 0 0 234.6 -4,170.5 -3,049.6 -1,120.9 0 355.8
23.03.2023 -1,873.4 2,010.2 1,765.9 0 0 244.4 -4,240.4 -3,049.6 -1,190.8 0 356.7
22.03.2023 -2,054 1,916.8 1,668.5 0 0 248.3 -4,327.2 -3,243.4 -1,083.9 0 356.4
21.03.2023 -2,121 1,912 1,668.6 0 0 243.4 -4,390.1 -3,243.4 -1,146.8 0 357.2
20.03.2023 -1,974.3 1,935.8 1,668.7 0 0 267.1 -4,269.4 -3,243.4 -1,026 0 359.3
17.03.2023 -1,933 1,927.7 1,668.7 0 0 259 -4,221 -3,243.4 -977.7 0 360.4
* 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: 24.03.2023