1. User Guide
  2. Run Management
  3. Run Execution Parameters
  4. Run Execution Parameters
  5. LCR Horizon

9.7.5.6 LCR Horizon

This field allows you to enter the LCR Horizon (in days) for the purpose of liquidity coverage ratio calculation. By default this value is displayed is 30, which is the regulatory horizon for LCR. This can be edited. This parameter determines the number of days to which the LCR scenario applies i.e. net cash outflows will be calculated.

When the Run type is selected as Business-As-Usual or Stress Run, this field displays the LCR Horizon selected as part of the Contractual Run execution.

Note:

  • You have the option of defining and executing any number of Runs.
  • A Run can be executed multiple times for the same execution date.
  • You also have the option of re-executing the same Run for different execution dates.