1. User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Process Flow
  4. Calculation of Excess Collateral
  5. In case of Other Assets and Liabilities
  6. Calculation of Excess Collateral Receivable

6.2.9.2.2 Calculation of Excess Collateral Receivable

  1. If Balance Sheet Category = Asset, then the contractually due collateral is 0. Else,
  2. If Balance Sheet Category = Liability, and Secured Indicator = N, then the contractually due collateral is 0. Else,
  3. If Balance Sheet Category = Liability, and Secured Indicator = Y, then the application computes the contractually due collateral as follows:
    Excess Collateral Receivable