4.6.1 Process Flow

Regulation YY states that assets designated as HQLA as per US LCR can be considered liquidity buffer eligible assets under most conditions. Hence the application leverages the existing HQLA identification rules for identifying liquidity buffer making regulation YY specific changes wherever required. Additionally, it computes all interim metrics such as insured amount, stable amount, operational amount, downgrade impact amount etc. required as part of US LCR in order to make it available for the purpose of defining regulation YY stress scenarios. The process flow is detailed below:

• Identification of Liquid and Readily Marketable Assets
• Identification of Eligible Buffer Assets
• Calculation of Available Liquidity Buffer
• Calculation of Interim Measures
• Identification of Intercompany, Internal and External Transactions
• Calculation of Buffer Requirement
• Consolidation