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is a new rule that compares liquid asset levels in banks to their available equity capital

spells out a modernized system for calculating the required minimum reserve that banks must hold at the central bank

compares liquid and reliably liquidating assets to expected cash outflows from specified run-off rates for various liability classes under a short-term stress scenario

tied directly into the internal ratings-based approach for determining the liquidity of credit-counterparties

lower correlation of underlying risk factors

a shorter time horizon

a lower confidence level

a higher confidence level

105.085

105.265

108.62

105.155

7.09%

7.03%

6.90%

6.95%