Statistik › Intraday und Marktmikrostruktur › Outflow rates
European liquidity rules assume five per cent of stable retail deposits leave in thirty days
| Assumption | Rate | Provision |
|---|---|---|
| Stable retail deposits leaving in thirty days | 5 per cent | Article 24(1) |
| Preferential rate where approved, not available before 1 January 2019 | 3 per cent | Article 24(4) and recital 13 |
| Other retail deposits | 10 per cent | Article 25(1) |
| Higher risk retail deposit bands | 10 to 15 per cent and 15 to 20 per cent | Article 25(3)(a) and (b) |
| Cap on inflows that may offset outflows | 75 per cent, or 90 per cent for specialised lenders | Article 20(1)(b) |
| The ratio itself | at least 100 per cent | Article 4(2) |
| The stress window | 30 calendar days | Article 4(1) |
| Phase-in | 60 per cent from 1 October 2015 rising to 100 per cent on 1 January 2018 | recital 20 |
Commission Delegated Regulation (EU) 2015/61. These are rule parameters, not estimates, so no significance statistic applies.
The liquidity coverage requirement is built from fixed assumptions: a 5 per cent outflow on stable retail deposits, 10 per cent on the rest, haircuts from 7 to 55 per cent on eligible assets, and a 60 per cent floor on the highest quality holdings.
5%Stable retail deposit outflow
10%Other retail deposit outflow
60%Minimum share of level 1 assets
15%Cap on level 2B assets
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