1. User Guide
  2. Investment Accounts
  3. Liquidity Coverage Ratio (LCR)
  4. Calculation of NSFR
  5. Consolidation
  6. Legal Entity Consolidation

8.1.2.3.1 Legal Entity Consolidation

For the legal entity (LE) consolidation, the application removes all the intercompany transactions and then computes the NSFR for the Bank.