4.6.1.4 Calculation of Interim Measures
The application computes all the other measures supported as part of US LCR such a
downgrade impact amount, contractually due collateral, excess collateral and so on. You
can view other LCR related measure and apply business assumptions based on these
measures. The list of all the interim measures that are computed and stored are as
follows:
- Contractually Due Collateral
- Excess Collateral Due
- Contractually Receivable Collateral
- Excess Collateral Receivable
- Downgrade Impact Amount
- Stable Amount
- Uninsured Amount
- Highly Stable Amount
- Insured Amount
- Less Stable Amount
- Downgrade Impact Amount
- Excess Mitigant Value
- Deficit Mitigant Value In Reporting Currency
- Maximum 30 Days Cumulative Collateral Amount Over 24 Month
Note:
These measures are only being computed and stored for the purpose of applying business assumptions.