4.3 Pre-configured Regulatory LCR Scenario
The application supports pre-configured calculations, scenarios, and reporting templates to ensure full compliance with BIS Basel III guidelines, US Liquidity Coverage Ratio calculation and 5G liquidity reporting guidelines.
This section explains the rules and business assumptions which support
regulatory inflow, outflow rates and haircuts as per US Federal Reserve Regulation WW,
Final Rule, and Liquidity Coverage Ratio: Liquidity Risk Measurement Standards, Sep
2014.
Note:
This section provides only the contextual information about all the business assumptions. For more detailed information refer OFS LRS application (UI). For detailed processes and tasks, refer the run chart.