1. Liquidity Risk Regulatory Calculations for Hong Kong Monetary Authority User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Ratio Constituents
  4. Calculating Liquidity Coverage Ratio

4.3.19 Calculating Liquidity Coverage Ratio

The Liquidity Coverage Ratio is calculated for a legal entity on both solo and consolidated basis. The formula for calculating the liquidity coverage ratio is as follows:

Figure 3-37 Liquidity Coverage Ratio


This image displays the Liquidity Coverage Ratio.