4.3.1.2 US Liquidity Coverage Ratio Run
The list of pre-configured rules to the regulatory requirement that it addresses is provided in the following table:
Table 3-8 Regulatory Requirement Addressed
| Sl. No. | Process Name | Rule Name | Regulatory Requirement Addressed |
|---|---|---|---|
| 1 | LRM - Propagating Effect Of Assumptions On Cash Outflows And Inflows | LRM - Propagating Effect Of Assumptions On Cash Outflows And Inflows | This Rule adds the adjusted cash flow to original cash flow when changing balance is selected from Run Management window and if original balance is selected there is no impact to the actual cash flow amount. |
| 2 | LRM - US LCR Adjustment Computation | LRM - Level 1-Asset Exchange- Adjusted Amount Calculation | This Rule identifies the amount to be added to and deducted from the stock of level 1 high quality liquid assets due to the unwinding of each asset exchange transaction. |
| LRM - Level 1-Collateralized Derivatives Transaction - Adjusted Amount Calculation | This Rule identifies the amount to be added to or deducted from the stock of level 1 high quality liquid assets due to the unwinding of each Collateralized Derivatives transaction. | ||
| LRM - Level 1-Secured Funding Transaction- Adjusted Amount Calculation | This Rule identifies the amount to be added to and deducted from the stock of level 1 high quality liquid assets due to the unwinding of each Secured Funding transaction. | ||
| LRM - Level 1-Secured Lending Transaction- Adjusted Amount Calculation | This Rule identifies the amount to be added to and deducted from the stock of level 1 high quality liquid assets due to the unwinding of each Secured Lending transaction. | ||
| LRM - Level 2B Adjusted Amount Calculation | This Rule identifies the amount to be added or deducted from the stock of level 2B high quality liquid assets due to the unwinding of each transaction. | ||
| LRM - Level 2A Adjusted Amount Calculation | This rule identifies the amount to be added or deducted from the stock of level 2A high quality liquid assets due to the unwinding of each transaction. | ||
| LRM - Level 1-Collateralized Derivatives Transaction - Adjusted Amount Paid Calculation | This rule identifies the amount paid to be added from the stock of level 1 high quality liquid assets due to the unwinding of each Collateralized Derivatives transaction. | ||
| 3 | LRM - Peak Net Cashflow Computation | LRM - Cash flows for LCR Computation | This Rule populates the cash flows for every eligible legal entity for calculation of unmodified liquidity coverage ratio and stores at a Legal entity and currency combination in FCT_LRM_LE_SUMMARY table. |
| LRM - Cash flows for LCR Computation for handling cash comingling | This Rule populates the comingled cash flows for every eligible legal entity for calculation of unmodified liquidity coverage ratio and stores at a Legal entity and currency combination in FCT_LRM_LE_SUMMARY table. | ||
| LRM - US LCR NCOF Computation | This Rule populates the net cash flows for every eligible legal entity for calculation of unmodified liquidity coverage ratio and stores at a Legal entity and currency combination in FCT_LRM_LE_SUMMARY table. | ||
| LRM_CUMM_CASHFLOW_CALC | This DT calculates the cumulative cash flows in FSI_PEAK_NET_CASH_OUTFLOW after excluding all the Intercompany Transactions. | ||
| LRM - Total Aggregated Cashflows Computation | This Rule calculates the Add-On amount in FSI_PEAK_NET_CASH_OUTFLOW table. | ||
| LRM - Net Cash Outflows Amount Computation | This Rule calculates the Net Cumulative Cash Outflow amount in FSI_PEAK_NET_CASH_OUTFLOW table. | ||
| LRM - 24 Month Derivative Amount Computation | This rules computes outflow amount due to potential derivative valuation changes. This amount is the absolute value of the largest 30-consecutive calendar day cumulative net mark-to-market collateral outflow or inflow realized during the preceding 24 months resulting from derivative transaction valuation changes. | ||
| 4 | LRM - US LCR Adjusted Stock Calculation | LRM - US LCR Level 1 Adjustments Amount Calculation | This Rule calculates the Adjustment Amount for Asset Level 1 in FCT_LRM_LE_SUMMARY table. |
| LRM - US LCR Level 2A Adjustments Amount Calculation | This Rule calculates the Adjustment Amount for Asset Level 2A in FCT_LRM_LE_SUMMARY table. | ||
| LRM - US LCR Level 2B Adjustments Amount Calculation | This Rule calculates the Adjustment Amount for Asset Level 2B in FCT_LRM_LE_SUMMARY table. | ||
| LRM - US LCR Level 1 Adjusted Asset Amount Calculation | This Rule calculates the Adjusted Asset Amount post Adjustment for Asset Level 1 in FCT_LRM_LE_SUMMARY table. | ||
| LRM - US LCR Level 2A Adjusted Asset Amount Calculation | This Rule calculates the Adjusted Asset Amount post Adjustment for Asset Level 2A in FCT_LRM_LE_SUMMARY table. | ||
| LRM - US LCR Level 2B Adjusted Asset Amount Calculation | This Rule calculates the Adjusted Asset Amount post Adjustment for Asset Level 2B in FCT_LRM_LE_SUMMARY table. | ||
| LRM - US LCR Adjusted Level 2 Cap Excess Amount Calculation | This Rule calculates the Adjusted Level 2 Cap Excess Amount in FCT_LRM_LE_SUMMARY table. | ||
| LRM - US LCR Adjusted Level 2B Cap Excess Amount Calculation | This Rule calculates the Adjusted Level 2B Cap Excess Amount in FCT_LRM_LE_SUMMARY table. | ||
| LRM - US LCR Adjusted Excess HQLA Calculation | This Rule calculates the Adjusted Excess HQLA Amount in FCT_LRM_LE_SUMMARY table. | ||
| LRM - US LCR Unadjusted Level 2 Cap Excess Amount Calculation | This Rule calculates the Unadjusted Level 2 Cap Excess Amount in FCT_LRM_LE_SUMMARY table. | ||
| LRM - US LCR Unadjusted Level 2B Cap Excess Amount Calculation | This Rule calculates the Unadjusted Level 2B Cap Excess Amount in FCT_LRM_LE_SUMMARY table. | ||
| LRM - US LCR Unadjusted Excess HQLA Calculation | This Rule calculates the Unadjusted Excess HQLA Amount in FCT_LRM_LE_SUMMARY table. | ||
| 5 | LRM - US LCR Ratio Computation | LRM - US SHQLA Computation | This Rule calculates the Stock of HQLA in FCT_LRM_LE_SUMMARY table. |
| LRM - US LCR Computation | This Rule calculates the Liquidity Coverage Ratio in FCT_LRM_LE_SUMMARY table. | ||
| 6 | LRM - FR2052A 5G - Inflows – Computation | LRM - FR2052A 5G - Unencumbered Assets And Capacity Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Inflows- Unencumbered Assets And Capacity section. |
| LRM - FR2052A 5G - Unrestricted Reserve Balances Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Inflows- Unrestricted Reserve Balances section. | ||
| LRM - FR2052A 5G - Inflows - Unrestricted Reserve Balances - Cash Balances Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Inflows- Unrestricted Reserve Balances - Cash Balances section. | ||
| LRM - FR2052A 5G - Restricted Reserve Balances Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Inflows- Restricted Reserve Balances section. | ||
| LRM - FR2052A 5G - Unsettled And Forward Asset Purchases Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Inflows- Unsettled And Forward Asset Purchases section. | ||
| LRM - FR2052A 5G - Inflows - Unsecured Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Inflows- Unsecured section. | ||
| LRM - FR2052A 5G - Excess Nostro Balances Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Inflows- Excess Nostro Balances section. | ||
| LRM - FR2052A 5G - Inflows - Secured Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Inflows- Secured section. | ||
| LRM - FR2052A 5G - Inflows - Others Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Inflows- Others section. | ||
| 7 | LRM - FR2052A 5G - Outflows – Computation | LRM - FR2052A 5G - Outflows - Others MTM Impact on Derivative Positions Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Outflows - Others MTM Impact on Derivative Positions section. |
| LRM - FR2052A 5G - Wholesale And Other Unsecured Financing Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Outflows - Wholesale And Other Unsecured Financing section. | ||
| LRM - FR2052A 5G - Outflows - Wholesale - Unsecured Computation | This Rule computes the reporting amount and reporting time bucket FSI_LRM_INSTRUMENT for FR2052A 5G Outflows - Wholesale - Unsecured section. | ||
| LRM - FR2052A 5G - Outflows - Secured Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Outflows - Secured section. | ||
| LRM - FR2052A 5G - Outflows - Deposits - Non-Transactional Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Outflows - Deposits - Non-Transactional section. | ||
| LRM - FR2052A 5G - Outflows - Deposits - Operational Escrow Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Outflows - Deposits - Operational Escrow section. | ||
| LRM - FR2052A 5G - Outflows - Deposits - Reciprocal And Sweep Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Outflows - Deposits - Reciprocal And Sweep section. | ||
| LRM - FR2052A 5G - Outflows - Deposits - Third Party Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Outflows - Deposits - Third Party section. | ||
| LRM - FR2052A 5G - Outflows - Others Computation | This Rule computes the reporting amount and reporting time bucket FSI_LRM_INSTRUMENT for FR2052A 5G Outflows- Others section. | ||
| 8 | LRM - FR2052A 5G - Supplemental – Computation | LRM - FR2052A 5G - Supplemental Margin Posted Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Supplemental Margin Posted section. |
| LRM - FR2052A 5G - Collateral Deliverables And Receivables Computation | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Collateral Deliverables And Receivables section. | ||
| LRM - FR2052A 5G - Debt Maturing In Greater Than Thirty days Computation – Primary Market Maker | This Rule computes the reporting amount and reporting time bucket in FSI_LRM_INSTRUMENT for FR2052A 5G Structured and Non Structured Debt Issued section. |