Liquidity Risk Regulatory Calculations for Reserve Bank of India User Guide Liquidity Coverage Ratio Calculation Process Flow Calculation of Excess Collateral In Case of Derivatives Calculation of Excess Collateral Due 5.2.10.1.1 Calculation of Excess Collateral Due If Balance Sheet Category = Liability, then the contractually due collateral is 0. Else, If Balance Sheet Category = Asset, and Secured Indicator = N, then the contractually due collateral is 0. Else, If Balance Sheet Category = Asset, and Secured Indicator = Y, then the application computes the contractually due collateral as follows:
