6.1 Inputs

The LRRCBNM application requires the below inputs for LCR calculation:

• Liquidity haircut for each asset level should be provided through business assumptions, 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 a business assumption with assumption 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 a business assumption with assumption category as Cash Flow Movement, and sub category as Roll Over.
• Liquidity Horizon is specified as the Run time parameter.