5 Liquidity Coverage Ratio Calculation

The RBI Liquidity Coverage Ratio calculations address the final guidelines on the LCR, Liquidity Risk Monitoring Tools and LCR Disclosure Standards that were published by Reserve Bank of India in June 2014. Additionally, the calculations cater to the amendments published subsequently up to March 2016. Major amendments include additional classification rules for Level 2B assets, identification and treatment of lien marked deposits and inclusion and treatment of new counterparties such as Hindu Undivided family (HUF) and Association of persons (AoP).