RBI’s New Draft Guidelines on Liquidity Coverage Ratio (LCR)

RBI’s New Draft Guidelines on Liquidity Coverage Ratio (LCR)

The Reserve Bank of India (RBI) has issued draft guidelines for banks concerning the Liquidity Coverage Ratio (LCR). These guidelines mandate banks to maintain a higher stock of liquid securities as a buffer against potential withdrawals. The new regulations are set to take effect on April 1, 2025.

Context and Rationale

  • Technological Impact on Withdrawals: With the advent of mobile and internet banking, customers can now withdraw substantial amounts with just a click. This contrasts sharply with the older system, where withdrawals required physical branch visits and paperwork.
  • RBI’s Concern: The RBI has noted that while technology facilitates instant transactions, it also introduces risks that require proactive management.

New LCR Requirements

  • Increased Run-Off Factors: Banks are required to assign an additional 5% run-off factor for retail deposits accessible through internet and mobile banking (IMB). This means:
    • Stable retail deposits with IMB will have a 10% run-off factor.
    • Less stable deposits with IMB will have a 15% run-off factor.
  • Unsecured Wholesale Funding: Unsecured wholesale funding from non-financial small business customers must be treated similarly to retail deposits.

Implications for Banks

  • Risk Management: The RBI’s guidelines aim to enhance banks’ liquidity resilience, given the rapid changes in technology and its potential to cause sudden deposit withdrawals.
  • Potential Impact: Analysts have predicted several effects of these new guidelines:
    • Increased Liquidity Requirement: An increase in the run-off factor by 5% would raise the deposit need and liquidity requirement of banks.
    • Core Earnings Impact: Changes could affect core earnings, with potential impacts on net interest margins (NIM), return on assets (RoA), and profit after tax (PAT).

Analyst Perspectives

  • Gaurav Jani, Prabhudas Lilladher: The increase in the run-off factor could translate to higher liquidity requirements, potentially affecting core earnings for FY26. Banks with a higher share of retail deposits, higher loan yields, and lower NIMs/RoA may experience more significant impacts.
  • IIFL Securities Report: Anticipates implications such as higher statutory liquidity ratio (SLR) demand, reduced loan-to-deposit ratios, increased competition for retail deposits, and potential declines in NIMs and government securities (G-Sec) bond yields.

Multiple-Choice Questions (MCQs):

  1. When will the new RBI guidelines on the Liquidity Coverage Ratio (LCR) come into effect?
    • A) April 1, 2024
    • B) April 1, 2025
    • C) July 1, 2025
    • D) January 1, 2026
    Answer: B) April 1, 2025
  2. What additional run-off factor will banks need to assign for stable retail deposits enabled with internet and mobile banking (IMB)?
    • A) 5%
    • B) 10%
    • C) 15%
    • D) 20%
    Answer: B) 10%
  3. According to Gaurav Jani, what could be the impact of the new LCR guidelines on core earnings for FY26?
    • A) Increase in net interest margins
    • B) Decrease in net interest margins and core return on assets
    • C) No impact on core earnings
    • D) Increase in profit after tax
    Answer: B) Decrease in net interest margins and core return on assets
  4. Which type of deposit does the RBI require to be treated similarly to retail deposits under the new LCR guidelines?
    • A) Secured wholesale funding
    • B) Unsecured wholesale funding from non-financial small business customers
    • C) Government bonds
    • D) Corporate deposits
    Answer: B) Unsecured wholesale funding from non-financial small business customers
  5. What potential effect of the new LCR norms was mentioned by IIFL Securities?
    • A) Increased government bond yields
    • B) Decreased competition for retail deposits
    • C) Lower asset yields and reduced loan-to-deposit ratios
    • D) Increased deposit interest rates and higher core earnings
    Answer: C) Lower asset yields and reduced loan-to-deposit ratios