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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
02.02.2023 -3,250.1 2,238.6 2,065 0 0 173.6 -5,840.7 -4,371.5 -1,469.2 0 352
01.02.2023 -3,214.8 2,240.1 2,065.4 0 0 174.7 -5,801.4 -4,469 -1,332.4 0 346.5
31.01.2023 -3,220.3 2,240.2 2,065.4 0 0 174.8 -5,796.6 -4,469 -1,327.7 0 336.1
30.01.2023 -3,296.2 2,241.4 2,065.4 0 0 175.9 -5,858.5 -4,469 -1,389.6 0 321
27.01.2023 -3,405.7 2,241.3 2,065.4 0 0 175.9 -5,968 -4,469 -1,499.1 0 321
26.01.2023 -3,436.6 2,241.7 2,065.4 0 0 176.3 -5,998.4 -4,469 -1,529.4 0 320.1
* 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: 02.02.2023