8.4 Liquidity Coverage Ratio by Significant Currencies

Table 8-5 Liquidity Coverage Ratio by Significant Currencies

Field Names	Description
Report Name	Liquidity Coverage Ratio by Significant Currencies
Report Level Filters	Significant Currency
Report Description	This report displays the Liquidity Coverage Ratio for each significant current in the form of a column chart. LCR for each significant currency displayed the following conditions: Pre-Option Post Option 1: Drawdown on Liquidity Facilities from Central Bank Post Option 2: Foreign Currency Liquid Assets Post Option 3: Additional Use of Level 2 Assets
Report Type	Combination of Line and Column Chart The following significant currency are displayed on the x-axis: 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 The liquidity coverage ratio is reported on the Y-axis. The options are displayed in the order of execution i.e. in the order that they are applied.
Dimensions	Legal Entity Significant Currency Asset Level
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
Computed Measures	Not applicable
Drill-through On	Not applicable
Drill-through’s	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 by Significant Currencies report is not applicable.