Research Article
[Retracted] Basel III Liquidity Risk Measures and Bank Failure
Table 1
Illustrative balance sheet for computing LCR.
| | Assets |
Liabilities |
| | Cash () | 50 | Stable retail deposits () | 150 | | Reserves () | 25 | Less stable retail deposits () | 150 | | Treasuries (T) | 50 | Unsecured wholesale funding () | 210 | | Government bonds () | 100 | Interbank borrowings () | 80 | | Corporate bonds () | 50 | Central bank borrowings () | 50 | | Retail loans () | 425 | Equity () | 60 |
| | Total | 700 | Total | 700 |
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