1. Liquidity Risk Regulatory Calculations for Reserve Bank of India User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Process Flow
  4. Calculation of Excess Collateral
  5. Calculation of Liquidity Coverage Ratio

5.2.10.11 Calculation of Liquidity Coverage Ratio

The Liquidity Coverage Ratio is calculated for a legal entity on both solo and consolidated basis. The formula for calculating liquidity coverage ratio is as follows:

Figure 4-18 Liquidity Coverage Ratio


This image displays the Liquidity Coverage Ratio.