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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
17/09/2021 -1,017.2 114.2 108.3 0 0.8 5.1 -1,352.8 -660 -99.8 -593 221.4
16/09/2021 -1,020.1 114.2 108.3 0 0.8 5.1 -1,356.7 -660 -103.8 -592.9 222.4
15/09/2021 -888 244.1 148.5 0 0.5 95.1 -1,357.4 -669.1 -97.3 -591 225.3
14/09/2021 -838.8 279.4 148.5 0 0.8 130.1 -1,358.2 -669.1 -98.2 -590.9 239.9
13/09/2021 -737.9 374.4 148.5 0 0.8 225.1 -1,357.8 -669.1 -97.9 -590.8 245.5
10/09/2021 -903.1 204.7 148.5 0 0.8 55.5 -1,353.6 -669.1 -94.1 -590.4 245.7
* 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: 17/09/2021