1. Liquidity Risk Regulatory Calculations for Monetary Authority of Singapore User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Process Flow
  4. Calculation of Contractually Required Collateral
  5. In case of Other Assets and Liabilities
  6. Calculation of Contractually Due Collateral

4.2.10.2.1 Calculation of Contractually Due Collateral

  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:

This image displays the Contractually Due Collateral.