1. User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Process Flow
  4. Calculation of Cash Inflows and Outflows

4.2.14 Calculation of Cash Inflows and Outflows

Note:

  • This section details the cash inflows and outflows that are included as part of the regulatory LCR computation as per US Federal Reserve requirements “Name of the US Federal Reserve Guidelines”. The associated regulatory inflow and outflow rates to determine the cash flows to be included in the denominator.
  • The inflow and outflow rates are specified as part of business assumption definition UI. You can define and maintain multiple business assumptions with different rates and can apply them to compute the LCR and other liquidity metrics under various scenarios.

Net cash outflow is derived from cash inflow and cash outflow.