17.2 Forward Liquidity Ratio Analysis

Table 17-3 Forward Liquidity Ratio Analysis

Field Names Description
Report Name Forward Liquidity Ratio Analysis
Report Level Filters None
Report Description This report displays the liquidity coverage ratio and its components for the forward date selected.
Report Type

Graphical Report:

Graphical format is not available for this report.

Tabular Report:

Liquidity Coverage Ratio

Stock of High Quality Liquid Assets

Stock of Level 1 Asset

Stock of Level 2A Asset

Stock of Level 2B Asset

Adjustment due to cap on Level 2 Assets

Adjustment due to cap on Level 2B Assets

Net Cash out flows

Cash outflows

Cash inflows

Dimensions

Calendar

Legal entity

Base Measures

Liquidity Coverage Ratio

Stock of HQLA

Net Cash Out Flow

Computed Measures

Stock of Level 1 Asset

Stock of Level 2A Asset

Stock of Level 2B Asset

Adjustment due to cap on Level 2 Assets

Adjustment due to cap on Level 2B Assets

Cash outflows

Cash inflows

Add on

Drill-through on No drill down available
Drill-through’s No drill down available