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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
07/05/2021 -2,276.6 174.2 154 0 0 20.1 -2,997.9 -2,107 -231.9 -659 547.1
06/05/2021 -2,205.7 162.2 154 0 0.2 8.1 -2,915.2 -2,107 -149.3 -658.9 547.3
05/05/2021 -2,024.6 159.9 154.4 0 0.4 5.1 -2,734.5 -1,870 -205.7 -658.8 550
04/05/2021 -1,974.1 159.7 154 0 0.6 5.1 -2,683.8 -1,870 -155.1 -658.7 550
30/04/2021 -1,928.3 159.7 154 0 0.6 5.1 -2,641.9 -1,870 -113.5 -658.4 553.9
* 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: 07/05/2021