8.1 Liquidity Ratios
Table 8-2 Liquidity Ratios
| Field Names | Description |
|---|---|
| Report Name | Liquidity Ratios |
| Report Level Filters | Not Applicable |
| Report Description | This report displays the pre and post option values. The high quality liquid assets drill- through report displays additional asset levels. |
|
Report Type |
Tabular Report The following are displayed as row items in the first table: Liquidity Coverage Ratio Net Stable Funding Ratio Each significant currency is listed as a separate row item in the second table. The pre-option and post option values for each ratio are displayed as column values. |
| Dimensions |
Legal Entity Significant Currency Asset Level Cash Flow Type Product Type Product |
| Base Measures |
Liquidity Coverage Ratio Net Stable Funding Ratio High Quality Liquid Assets Cash Flows |
| Computed Measures | Not Applicable |
| Drill-through On | Pre and post option column values of LCR and significant currency LCR. |
| 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 Significant Currency (if drill-through is from Significant Currency LCR) Page Level Filters: Currency Type is a page level filter. Report 1: Report Name: High Quality Liquid Assets by Product Type Report Level Filters: Asset Level (other assets are not displayed) Report Type: Column Chart The product types are displayed on the x-axis and the values for the selected high quality asset level are displayed as columns on the y-axis. Level 2 Drill- through On: Column Report 2: Report Name: Cash Flows by Product Type (No change in this report) Report Level Filters: Cash Flow Type Report Type: Column Chart The product types are displayed on the x-axis and the values for the selected cash flow type are displayed as columns on the y-axis. Level 2 Drill- through On: Column |
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Report 1 Level 2: Page Level Display Parameters: The following parameters are displayed in addition to the parameters displayed in the High Quality Liquid Assets by Product Type: Asset Level Product Type Report Name: High Quality Liquid Assets by Product Report Type: Column Chart The products are displayed on the X-axis and the values for the selected high quality asset level and product type combination are displayed as columns on the Y-axis. Level 2 Drill- through On: Not applicable |
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Report 2 Level 2: Page Level Display Parameters: The following parameters are displayed in addition to the parameters displayed in the Cash Flows by Product Type: Cash Flow Type Product Type Report Name: Cash Flows by Product (no change in this report) Report Level Filters: Cash Flow Type Report Type: Column Chart The products are displayed on the X-axis and the values for the selected cash flow type and product type combination 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 Ratios report is not applicable.