1. Liquidity Risk Regulatory Calculations for Reserve Bank of India User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Process Flow
  4. Calculation of Stock of HQLA
  5. Calculation of Stock of Liquid Assets

5.2.3.1 Calculation of Stock of Liquid Assets

  1. Calculation of Stock of Level 1 Assets

    The stock of level 1 assets equals the market value of all level 1 liquid assets held by the bank as of the calculation date that are eligible HQLA, less the amount of the minimum/mandatory reserves less hedge termination costs (if any), less withdrawal penalty on time deposits (if any).

  2. Calculation of Stock of Level 2A Assets

    The stock of level 2A liquid assets equals 85 percent of the market value of all level 2A liquid assets held by the bank as on the calculation date that are eligible HQLA, less hedge termination costs (if any).

  3. Calculation of Stock of Level 2B Assets

    The stock of level 2B liquid asset amount equals 50 percent of the market value of all level 2B liquid assets held by the bank as on the calculation date that are eligible HQLA, less hedge termination costs (if any).