15.2.2.18 Significant Currency Liquidity Coverage Ratio Calculation

Liquidity coverage ratio is also calculated for each legal entity at the level of each significant currency in order to identify potential currency mismatches. This is done by first identifying significant currencies for a legal entity, at a solo or consolidated level as specified in the Run, as follows:

Figure 14-37 Significant Currency

The application further computes and reports the stock of HQLA, net cash outflows and LCR for each currency identified as significant in the manner detailed in the earlier sections. This calculation is done on both solo and consolidated basis.