1. User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Process Flow
  4. Insurance Allocation
  5. Calculation of Contractually Required Collateral
  6. In case of Other Assets and Liabilities
  7. Calculation of Contractually Due Collateral

5.2.5.6.2.1 Calculation of Contractually Due Collateral

  1. If Balance Sheet Category = Asset, then the contractually due collateral is 0. Else,
  2. If Balance Sheet Category = Liability, and Secured Indicator = N, then the contractually due collateral is 0. Else,
  3. If Balance Sheet Category = Liability, and Secured Indicator = Y, then the application computes the contractually due collateral as follows:
    Contractually Due Collateral