15.2.1 Inputs

Inputs required for Liquidity Coverage Ratio calculated by the LRM Application are as follows:

• Liquidity haircut for each asset level should be provided through business assumption with assumption category as valuation change and assumption sub category as haircut.
• Business assumption which defines the outflow percentage should be defined through appropriate business assumptions. For example, retail deposit Run off is defined through business assumption with category as incremental cash flow and sub category as Run-off.
• Business assumption which defines the inflow percentage should be defined through appropriate business assumptions. For example, Roll over reverse repo is defined through business assumption with category as cash flow movement and sub category as roll over.
• Liquidity Horizon is specified as the Run time parameter.