1. User Guide
  2. Bank for International Settlements Basel III Liquidity Ratio Calculation
  3. Liquidity Coverage Ratio Calculation
  4. Liquidity Ratio Calculation Process Flow
  5. Calculation of Liquidity Coverage Ratio

15.2.2.17 Calculation of Liquidity Coverage Ratio

Liquidity coverage ratio is calculated at legal entity on both solo and consolidated basis. The formula for calculating liquidity coverage ratio is as follows:

Figure 14-36 Liquidity coverage ratio


Liquidity coverage ratio