8.2 Liquidity Coverage Ratio Components
Table 8-3 Liquidity Coverage Ratio Components
| Field Names | Description |
|---|---|
| Report Name | Liquidity Coverage Ratio Components |
| Report Level Filters | Not applicable |
| Report Description | The drill-through report named Components of Liquidity Coverage Ratio that was available as part of the Liquidity Ratio report are available as part of this report. |
| Report Type |
Combination of Column and Line Graph The following are displayed on the X-axis: Pre-option Each applicable option The Liquidity Coverage Ratio is displayed as a line graph on the primary Y-axis. Only the line markers are displayed, the line itself is not displayed. The following components of LCR are displayed as columns on the secondary Y-axis: Stock of High Quality Liquid Assets Net Cash Outflows |
| Dimensions |
Legal Entity Asset Level Cash Flow Type |
| Base Measures |
Stock of Level 1 Assets Stock of Level 2A Assets Stock of Level 2B RMBS Assets Stock of Level 2B non-RMBS Assets Adjustment due to Cap on Level 2B Assets Adjustment due to Cap on Level 2 Assets Stock of High Quality Liquid Assets Total Cash Inflows Total Cash Outflows 75 % of Total Cash Outflows Net Cash Outflows Liquidity Coverage Ratio |
| Computed Measures | Not applicable |
| Drill-through On | Chart |
| Drill-through’s |
Level 1: Page Level Display Parameters: The following parameters are displayed: As of Date Process/Run Run Execution ID Run Type Consolidation Type Legal Entity Page Level Filters: Currency Type Report Name: Break-up of Liquidity Coverage Ratio Components The pre and post option LCR is displayed. Chart 1: Chart Name: Stock of HQLA Components Report Type: Column Chart The stock of HQLA and its components are displayed on the x-axis and the values prior to option and post each option are displayed as columns on the y-axis. Level 2 Drill- through On: Not applicable Chart 2: Chart Name: Net Cash Outflow Components Report Type: Column Chart Net cash outflow and its components are displayed on the x-axis and the values prior to option and post each option are displayed as columns on the y-axis. Level 2 Drill- through On: Not applicable |
Note:
If the run purpose in the Run Management window is selected as U.S. Fed Liquidity Ratio Calculation then, Liquidity Coverage Ratio Components report is not applicable.