1. Liquidity Risk Regulatory Calculations for Hong Kong Monetary Authority User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Ratio Constituents
  4. Calculating Contractually Required Collateral
  5. For Other Assets and Liabilities
  6. Calculating Contractually Receivable Collateral

4.3.9.2.2 Calculating Contractually Receivable Collateral

The application calculates contractually receivable collateral for other assets and liabilities as follows, if one of the following conditions are met.

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

    Figure 3-11 Contractually Receivable Collateral


    This image displays the Contractually Receivable Collateral.