18.4 Forward Liquidity Ratio Across Dates

Table 18-5 Forward Liquidity Ratio

Report Name	Forward Liquidity Ratio Across Dates
Report Level Filters	Period Start - End: Select the forward date from the calendar.
Report Description	This report displays the liquidity coverage ratio and its components across forward dates. The report level filters are period start date and period end date.
Report Type	Graphical Report: Column chart description. The stock of high Quality liquid Assets and Net Cash out flows is displayed as columns in the chart. Liquidity coverage ratio is displayed in a secondary axis. Tabular Report: The following are displayed a row items 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 Add on The highest and lowest amount for each row items is highlighted.
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
Drill-through on	No drill down available.
Drill-through’s	No drill down available.