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

5.2.5.7.2.1 Calculation of Excess Collateral Due

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