5.1 Inputs

The application requires the below inputs for LCR calculation:

• Liquidity haircut for each asset level, which is provided through business assumption with assumption category as valuation change and assumption subcategory as a haircut.
• The business assumption that defines the outflow percentage. It is defined through appropriate business assumptions. For example, retail deposit Runoff is defined through business assumption with category as incremental cash flow and subcategory as Run-off.
• The business assumption that defines the inflow percentage. It is defined through appropriate business assumptions. For example, Rollover reverse repo is defined through business assumption with category as cash flow movement and subcategory as a rollover.
• Liquidity Horizon is specified as the Run time parameter