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
23/08/2019 -3,427.3 6 0 0 1 5.1 -3,663.5 -2,320 -131.7 -1,211.8 230.2
22/08/2019 -3,426.6 6.2 0 0 1.1 5.1 -3,662.8 -2,320 -131.2 -1,211.6 230.1
21/08/2019 -3,496 5.9 0 0 0.8 5.1 -3,732 -2,390 -130.7 -1,211.3 230.1
20/08/2019 -3,502.5 5.9 0 0 0.8 5.1 -3,738.5 -2,390 -137.4 -1,211.1 230.1
19/08/2019 -3,491.2 6.1 0 0 1 5.1 -3,727.3 -2,390 -126.5 -1,210.8 230.1
16/08/2019 -3,491.5 5.9 0 0 0.8 5.1 -3,727 -2,390 -126.9 -1,210.1 229.6

* 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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