Hi all, I’m currently working a project and the topic is on checking the liquidity/solvency for banks/insurance companies. I did a little research on the Internet and found the following ratios QLAR (Quasi-Liquid Asset Ratio) NNCFDR (Net Non-Core Funding Dependence Ratio) NPFR (Net Purchase Funds Ratio) Sadly, i couldn’t find the formula and detail explanations on the ratios. Can someone share his/her knowledge on that? Thanks!
There’s also MCCSR for Canadian Insurance companies: Minimum Continuing Capital and Surplus Requirements (MCCSR) http://www.ggyaxis.com/htmlhelp/axis/41840.htm http://www.finsac.com/about/assistance/insurance/the%20bid%20process.htm HTH.