9.5 Liquidity Ratio Trend Analysis
Table 9-6 Liquidity Ratio Trend Analysis
| Field Names | Description |
|---|---|
| Report Name | Liquidity Ratio Trend Analysis |
|
Report Level Filters |
Liquidity Ratio: This is a drop-down containing the options Liquidity Coverage Ratio and Net Stable Funding Ratio Period Start Period End Value Type: This is a drop-down containing the options Daily Value and 90-Day Average. |
| Report Description | This report displays the period start and end date for which the trend is displayed is selected by the user. The report displays the values of the selected ratio as well as its components in terms of either a daily value or a 90-day average value based on the selection. |
| Report Type |
Combination of Column and Line Graph The time period is displayed on the x-axis. The daily value or the 90-day average value of the liquidity ratio metrics and the minimum requirement are displayed on the primary y-axis in the form of line graphs. The components of the selected ratio are displayed on the secondary y-axis in the form of a column chart for the selected time period. |
| Dimensions |
Legal Entity Time Period |
| Base Measures |
Liquidity Coverage Ratio Stock of HQLA Net Cash Outflows Net Stable Funding Ratio Available Stable Funding Required Stable Funding |
| Computed Measures | 90-Day Average Value |
| Drill-through On | Not applicable |
| Drill-through’s | Not applicable |