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

4.2.11.2.1 Calculation of Excess Collateral Due

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

    This image displays the Excess Collateral Due.