1. Liquidity Risk Regulatory Calculations for Reserve Bank of India User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Pre-configured Regulatory LCR Scenario

5.3 Pre-configured Regulatory LCR Scenario

OFS LRRCRBI supports an out-of-the-box RBI LCR which has the regulatory scenario with associated HQLA haircuts, inflow and outflow percentage/ rates pre-configured in the form of business assumptions. This section explains the business assumptions along with the corresponding regulatory reference.

Note:

This section provides only the contextual information about all the business assumptions. For more detailed information refer OFS LRS application (UI). For detailed processes and tasks, refer the Run Chart

The below table lists the Document Identifiers provided in the column Regulatory Reference of Regulations Addressed through Business Assumptions and Regulations Addressed through Business Rules.

Table 4-8 Document Identifiers

Regulation Reference Number Document Number Document Name Issued Date
MR1 DBOD.BP.BC.No.120 / 21.04.098/2013-14 Basel III Framework on Liquidity Standards – Liquidity Coverage Ratio (LCR), Liquidity Risk Monitoring Tools and LCR Disclosure Standards 9-Jun-14
MC DBOD.BP.BC.No.120 / 21.04.098/2013-14 Basel III Framework on Liquidity Standards – Liquidity Coverage Ratio (LCR), Liquidity Risk Monitoring Tools and LCR Disclosure Standards 9-Jun-14
AR1 DBR.BP.BC.No.52/21.04.098/2014-15 Basel III Framework on Liquidity Standards – Liquidity Coverage Ratio (LCR), Liquidity Risk Monitoring Tools and LCR Disclosure Standards 28-Nov-14
AR2 DBR.No.BP.BC.80 /21.06.201/2014-15 Prudential Guidelines on Capital Adequacy and Liquidity Standards - Amendments 31-Mar-15
AR3 DBR. BP. BC. No. 77/21.04.098/2015-16 Basel III Framework on Liquidity Standards – Liquidity Coverage Ratio (LCR), Liquidity Risk Monitoring Tools and LCR Disclosure Standards 11-Feb-16
AR4 DBR.BP.BC.No.86/21.04.098/2015-16 Liquidity Risk Management & Basel III Framework on Liquidity Standards – Liquidity Coverage Ratio (LCR), Liquidity Risk Monitoring Tools and LCR Disclosure Standards 23-Mar-16
AR5 DBR.BP.BC.No.2/21.04.098/2016-17 Basel III Framework on Liquidity Standards – Liquidity Coverage Ratio (LCR), Liquidity Risk Monitoring Tools and LCR Disclosure Standards 21-Jul-16
BLR1 Basel III Liquidity Returns BLR 1: LCR
AR6 DBR.No.Ret.BC.15/12.02.001/2016-17 Section 24 and Section 56 of the Banking Regulation Act, 1949 - Maintenance of Statutory Liquidity Ratio (SLR) 13-Oct-16
AR7 DBR.BP.BC.No. 81/21.04.098/2017-18 Basel III Framework on Liquidity Standards – Liquidity Coverage Ratio (LCR), Liquidity Risk Monitoring Tools and LCR Disclosure Standard 2-Aug-17
AR8 RBI/2018-19/98 DBR.BP.BC.No.17/21.04.098/2018-19 Basel III Framework on Liquidity Standards - Liquidity Coverage Ratio (LCR), FALLCR against credit disbursed to NBFCs and HFCs 28-Dec-18
DICGC FAQ A Guide to Deposit Insurance - Frequently Asked Questions

The list of pre-configured business Rules and assumptions as well as the corresponding reference to the regulatory requirement that it addresses is provided in the tables listed in sections Regulations Addressed through Business Assumptions and Regulations Addressed through Business Rules.

The column Regulatory Reference for each rule or assumptions has reference to the name of the Document Identifiers such as MR1, MC, AR1, AR2 and so on, and should be read in conjunction with the Document Identifier listed in the above table.