5.3.2 Regulation Addressed through Business Rules
The application supports multiple pre-configured rules and scenarios based on RBI specified scenario parameters such as inflow rates, outflow rates, run-offs and haircuts and so on.
Table 4-10 List of pre-configured rules
| Rule Name | Rule Description | Regulatory Requirement Addressed | Regulatory Reference |
|---|---|---|---|
| LRM - RBI - Excess and Contractually Due Collateral and Downgrade Trigger Amount Computation | This rule computes and updates the values of contractually due collateral, excess collateral due, contractually receivable collateral, excess collateral receivable, and downgrade impact amount for derivatives with netting agreements in the FSI_NETTING_AGREEMENT table. | The computation of collateral value that is contractually required to be posted to the counterparty, the excess collateral that can be recalled by the counterparty and the loss due to a ratings downgrade in case of derivative contracts with associated netting agreements is configured as part of this rule. |
MC Appendix 1 Explanatory Note (ix) AR2 Part D Sr. No. 12 Explanatory Notes (ix), (xiii) and (xiv) |
| RBI LCR - Deposit Insurance Customer Exemption | This rule updates the insurance exempted indicator for all customers who are marked as exempt from being covered by deposit insurance. | The identification of customers who are not covered under the deposit insurance scheme is configured as part of this rule. | DICGC FAQ |
| Cust_Aggregated_Funding | This DT identifies whether a small business customer is treated as a retail customer for the purposes of liquidity ratio calculations as per RBI. The customer types that are in of accordance are of Small Medium Enterprise, Hindu Undivided Family, Partnership, Trust and Association of Persons which are of non - financial entity and that the aggregate funding amount associated with those customers should be greater than five crores. | The identification of wholesale customers treated as retail for the purposes of LCR is configured as part of this data transformation. The assessment is done for SMEs, HUFs, partnerships, AoPs and Trusts. |
MC Appendix 1 Explanatory Note (v) AR2 Part D Sr. No. 9 AR4 Sr. No. 10 |
| LRM - RBI - Country liquidity risk indicator for NCOF | This computation rule identifies if a legal entity, holding debt securities issued by a foreign sovereign in that foreign currency, has undertaken liquidity risk in that country. The rule checks if the legal entity has operations in a foreign country, other than those for purely trading purposes, and updates the account liquidity risk flag as Yes, if this condition is met. | The identification of whether a legal entity has liquidity risk in a particular foreign jurisdiction is configured as part of this rule. This is further used for classifying debt securities held by the bank, issued in foreign currencies by sovereigns assigned a non-zero risk weight by international rating agencies, as level 1 assets. |
MC Paragraph 5.4 (iv) AR2 Part D Sr. No. 4, Appendix III Sections A (x) and C |
| LRM - RBI - Mitigant Country Liquidity Risk Indicator For NCOF | This computation rule identifies if a legal entity, holds mitigants issued by a foreign sovereign in that foreign currency, has undertaken liquidity risk in that country. The rule checks if the legal entity has operations in a foreign country, other than those for purely trading purposes, and updates the account liquidity risk flag for such mitigants as Yes, if this condition is met. | The identification of whether a legal entity has liquidity risk in a particular foreign jurisdiction is configured as part of this rule. This is further used for classifying debt securities, received as mitigants, issued in foreign currencies by sovereigns assigned a non-zero risk weight by international rating agencies, as level 1 assets. |
MC Paragraph 5.4 (iv) AR2 Part D Sr. No. 4, Appendix III Sections A (x) and C |
| RBI_Ins_Unins_Amt_Calc | This DT calculates the insured and uninsured amounts updates this information at an account-customer combination in the FSI_LRM_ACCT_CUST_DETAILS table. | The allocation of the insurance limit and the computation of insured and uninsured amount at an account level are configured as part of this data transformation. | DICGC FAQ |
| LRM - Customer Established Relationship Assignment | This rule checks whether a customer has more than one active account with the bank and updates the established relationship flag at an account-customer combination for such accounts in the FSI_LRM_ACCT_CUST_DETAILS table. | The identification of established relationship with each customer is configured as part of this rule. | MC Appendix 1 Explanatory Note (ii) |
| LRM - RBI - Classification Of Operational Deposits And Non-Operational Balance Computation | This rule classifies accounts as operational deposits based on RBI guidelines and computes that portion of the EOP balance of such accounts which is truly operational in nature. These values are updated in the FSI_LRM_INSTRUMENT table. | The classification of an account as operational or non-operational as per RBI guidelines and the computation of the operational portion of the EOP balance are configured as part of this rule. |
MC Appendix 1 Explanatory Note (vi) AR2 Part D Sr. No. 10 |
| LRM - Stable Amount Calculation | This rule calculates the stable amount as per RBI guidelines. | The computation of the stable portion of a deposit is configured as part of this rule. | MC Appendix 1 Explanatory Note (ii) |
| LRM - Less Stable Amount Calculation | This rule calculates the less stable amount as per RBI guidelines. | The computation of the less stable portion of a deposit is configured as part of this rule. | MC Appendix 1 Explanatory Note (iii) |
| Unencumbered Stable And Less Stable Amount Calculation | This rule calculates the encumbered and unencumbered stable and less stable amounts for deposits based on the RBI regulatory guidelines. This is further used to provide appropriate run-off rates for the portion of lien marked deposits that are securing a loan. | The computation of the encumbered and unencumbered portion of the lien marked deposits securing loans which are classified as stable and less stable is configured as part of this rule. | AR4 Sr. No. 9 |
| LRM_FSI_MTM_COLL_VALL_FLI_POP | This T2T populates the absolute value of the largest 30-consecutive calendar day cumulative net mark-to-market collateral between the outflows and inflows that are realized during the preceding 24 months resulting from derivatives transaction valuation changes. The data is populated in FSI_LRM_INSTRUMENT from FSI_MTM_COLL_VAL_CHANGE for those legal entities that are selected in the Run. In case of a consolidated Run, the data is moved only for the consolidated legal entity. | The computation of the additional liquidity needs due to market valuation changes based on a 24-month historical time window is configured as part of this data transformation. | MC Appendix 1 Explanatory Note (xi) |
| RBI LCR - HQLA Reclassification - Level 1 -Central Bank Reserves | This rule reclassifies reserves, held with the domestic central bank, to the extent that the central bank policies allow them to be drawn down in times of stress, as HQLA Level 1 assets in accordance with the criteria specified by RBI. | The classification of reserves, held at the central bank domiciled in India, as HQLA level 1 asset is configured as part of this rule. | MC Paragraph 5.4 (i) |
| RBI LCR - HQLA Reclassification - Level 1 - Cash | This rule reclassifies cash, banknotes and restricted cash as HQLA Level 1 assets in accordance with the criteria specified by RBI. | The classification of cash as HQLA level 1 asset is configured as part of this rule. | MC Paragraph 5.4 (i) |
| RBI LCR - HQLA Reclassification - Level 1 - Zero Risk Weight Foreign Central Bank Reserves | This rule reclassifies reserves, held with foreign central banks assigned a zero risk weight by international rating agencies, as HQLA Level 1 assets in accordance with the criteria specified by RBI. | The classification of reserves, held at a central bank not domiciled in India and is assigned a zero risk weight by international rating agencies, as HQLA level 1 asset is configured as part of this rule. | AR7 Paragraph 5.4 (i) (a) |
| RBI LCR - HQLA Reclassification - Level 1 - Non-Zero Risk Weight Foreign Central Bank Reserves | This rule reclassifies reserves, held with foreign central banks assigned a non-zero risk weight by international rating agencies but a zero risk weight at national discretion, as HQLA Level 1 assets in accordance with the criteria specified by RBI. | The classification of reserves, held at a central bank not domiciled in India and is assigned a non-zero risk weight by international rating agencies but a zero risk weight at national discretion, as HQLA level 1 asset is configured as part of this rule. | AR7 Paragraph 5.4 (i) (a) |
| RBI LCR - HQLA Reclassification - Level 1 - Marginal Standing Facility | This rule reclassifies the Marginal Standing Facility (MSF) as HQLA Level 1 asset. | The classification of marginal standing facility as HQLA level 1 asset is configured as part of this rule. | MC Paragraph 5.4 (iii) |
| RBI LCR - HQLA Reclassification - Level 1 - Market Asset-Issuer | This rule reclassifies securities, issued by zero risk weight foreign sovereigns, as HQLA Level 1 assets, in accordance with the criteria specified by RBI. | The classification of marketable securities, issued by zero risk weight foreign sovereign's securities, as HQLA Level 1 assets is configured as part of this rule. |
MC Paragraph 5.4 (iv) AR2 Part D Sr. No. 4, Appendix III Section C |
| RBI LCR - HQLA Reclassification - Level 1 - Market Asset-Guarantor | This rule reclassifies marketable securities, guaranteed by zero risk weight foreign sovereigns, as HQLA Level 1 assets in accordance with the criteria specified by RBI. | The classification of marketable securities, guaranteed by zero risk weight foreign sovereigns, as HQLA Level 1 assets is configured as part of this rule. |
MC Paragraph 5.4 (iv) AR2 Part D Sr. No. 4, Appendix III Section C |
| RBI LCR - HQLA Reclassification - Level 1 - Debt Securities - Foreign Currency | This rule reclassifies marketable securities issued by zero risk weight sovereigns assigned a non-zero risk weight by international rating agencies, denominated in foreign currencies as HQLA Level 1 assets in accordance with the criteria specified by RBI. | The classification of marketable securities, issued by zero risk weight sovereigns assigned a non-zero risk weight by international rating agencies, denominated in foreign currencies as HQLA Level 1 assets is configured as part of this rule. |
MC Paragraph 5.4 (iv) AR2 Part D Sr. No. 4, Appendix III Sections A (x) and C |
| RBI LCR - HQLA Level 1 for Excess SLR | This rule reclassifies government securities in excess of the minimum SLR requirement as HQLA Level 1 assets in accordance with the criteria specified by RBI. | The classification of government securities that exceed the minimum SLR requirement, as HQLA Level 1 assets is configured as part of this rule. | MC Paragraph 5.4 (ii) |
| RBI LCR - HQLA Reclassification - Level 2A - Market Asset-Guarantor | This rule reclassifies marketable securities assigned a 20% risk weight and guaranteed by sovereigns, PSEs or multilateral development banks as HQLA Level 2A assets in accordance with the criteria specified by RBI. | The classification of 20% risk weight marketable securities guaranteed by sovereigns, PSEs or multilateral development banks as HQLA Level 2A assets is configured as part of this rule. |
MC Paragraph 5.5. (a) (i) AR2 Part D Sr. No. 5, Appendix III Section C |
| RBI LCR - HQLA Reclassification - Level 2A - Market Asset-Issuer | This rule reclassifies marketable securities assigned a 20% risk weight and issued by sovereigns, PSEs or multilateral development banks as HQLA Level 2A assets in accordance with the criteria specified by RBI. | The classification of 20% risk weight marketable securities issued by sovereigns, PSEs or multilateral development banks as HQLA Level 2A assets is configured as part of this rule. |
MC Paragraph 5.5. (a) (i) AR2 Part D Sr. No. 5, Appendix III Section C |
| RBI LCR - HQLA Reclassification - Level 2A - Non-Financial Corporate Bonds | This rule reclassifies debt securities, other than covered bonds and commercial papers, issued by non-financial corporates as HQLA Level 2A assets in accordance with the criteria specified by RBI. | The classification of corporate bonds, excluding covered bonds and commercial papers, as HQLA level 2A assets is configured as part of this rule. |
MC Paragraph 5.5. (a) (ii) AR2 Part D Sr. No. 5, Appendix III Section C |
| RBI LCR - HQLA Reclassification - Level 2A - Non-Financial Commercial Papers | This rule reclassifies commercial papers issued by non-financial corporates as HQLA Level 2A assets in accordance with the criteria specified by RBI. | The classification of commercial papers, issued by non-financial corporates, as HQLA level 2A assets is configured as part of this rule. |
MC Paragraph 5.5. (a) (ii) AR2 Part D Sr. No. 5, Appendix III Section C |
| RBI LCR - HQLA Reclassification - Level 2B - Market Asset-Guarantor | This rule reclassifies sovereign guaranteed marketable securities, assigned a risk weight between 20% and 50%, as HQLA Level 2B assets in accordance with the criteria specified by RBI. | The classification of marketable securities guaranteed by sovereigns and assigned a risk weight higher than 20% but equal to or lower than 50%, as HQLA level 2B assets is configured as part of this rule. |
MC Paragraph 5.5 (b) (i) AR2 Part D Sr. No. 6, Appendix III Section C |
| RBI LCR - HQLA Reclassification - Level 2B - Market Asset-Issuer | This rule reclassifies sovereign issued marketable securities, assigned a risk weight between 20% and 50%, as HQLA Level 2B assets in accordance with the criteria specified by RBI. | The classification of marketable securities issued by sovereigns and assigned a risk weight higher than 20% but equal to or lower than 50%, as HQLA level 2B assets is configured as part of this rule. |
MC Paragraph 5.5 (b) (i) AR2 Part D Sr. No. 6, Appendix III Section C |
| RBI LCR - HQLA Reclassification - Level 2B - Market Asset - Corporate Issuer | This rule reclassifies debt securities, other than covered bonds, issued by non-financial corporates as HQLA Level 2B assets in accordance with the criteria specified by RBI. | The classification of corporate bonds other than covered bonds, as HQLA level 2B assets is configured as part of this rule. | AR4 Sr. No. 3 |
| RBI LCR - HQLA Reclassification - Level 2B Non-Financial Common Equities | This rule reclassifies common equities issued by non-financial corporates as HQLA Level 2B assets in accordance with the criteria specified by RBI. | The classification of common equities issued by non-financial entities as HQLA level 2B assets is configured as part of this rule. |
MC Paragraph 5.5 (b) (ii) AR2 Part D Sr. No. 6, Appendix III Sections B to C |
| RBI LCR - Mitigant HQLA Reclassification - Level 1 - Cash | This rule reclassifies cash received as a mitigant as an HQLA Level 1 asset in accordance with the criteria specified by RBI. | The classification of cash as HQLA level 1 assets is configured as part of this rule. It also addresses the requirement of considering assets received as collateral under re-hypothecation rights as HQLA provided they meet all the required criteria. |
MC Paragraph 5.4 (i) AR2 Part D Sr. No. 12 Explanatory Note (xvi), Appendix III Section D (iii) |
| RBI LCR - HQLA Mitigant Reclassification - Level 1 - Debt Securities - Foreign Currency | This rule reclassifies marketable securities received as mitigants, issued by zero risk weight sovereigns assigned a non-zero risk weight by international rating agencies, denominated in foreign currencies as HQLA Level 1 assets in accordance with the criteria specified by RBI. | The classification of marketable securities, issued by zero risk weight sovereigns assigned a non-zero risk weight by international rating agencies, denominated in foreign currencies as HQLA Level 1 assets is configured as part of this rule. It also addresses the requirement of considering assets received as collateral under re-hypothecation rights as HQLA provided they meet all the required criteria. |
MC Paragraph 5.4 (iv) AR2 Part D Sr. No. 4, Sr. No. 12 Explanatory Note (xvi), Appendix III Sections A (x), C and D (iii) |
| RBI LCR - HQLA Mitigant Reclassification - Level 1 - Market Asset-Guarantor | This rule reclassifies marketable securities received as mitigants, guaranteed by zero risk weight foreign sovereigns, as HQLA Level 1 assets in accordance with the criteria specified by RBI. | The classification of securities received as mitigants, guaranteed by zero risk weight foreign sovereigns, as HQLA Level 1 assets, in accordance with the criteria specified by RBI. It also addresses the requirement of considering assets received as collateral under re-hypothecation rights as HQLA provided they meet all the required criteria. |
MC Paragraph 5.5 (b) (i) AR2 Part D Sr. No. 6, Sr. No. 12 Explanatory Note (xvi), Appendix III Sections C and D (iii) |
| RBI LCR - HQLA Mitigant Reclassification - Level 1 - Market Asset-Issuer | This rule reclassifies securities received as mitigants, issued by zero risk weight foreign sovereigns, as HQLA Level 1 assets, in accordance with the criteria specified by RBI. | The classification of securities received as mitigants, issued by zero risk weight foreign sovereigns, as HQLA Level 1 assets, in accordance with the criteria specified by RBI. It also addresses the requirement of considering assets received as collateral under re-hypothecation rights as HQLA provided they meet all the required criteria. |
MC Paragraph 5.5 (b) (i) AR2 Part D Sr. No. 6, Sr. No. 12 Explanatory Note (xvi), Appendix III Sections C and D (iii) |
| RBI LCR - Mitigant HQLA Reclassification - Level 2A - Market Asset-Guarantor | This rule reclassifies marketable securities received as mitigants, assigned a 20% risk weight and guaranteed by sovereigns, PSEs or multilateral development banks as HQLA Level 2A assets in accordance with the criteria specified by RBI. | The classification of 20% risk weight marketable securities received as mitigants, guaranteed by sovereigns, PSEs or multilateral development banks as HQLA Level 2A assets is configured as part of this rule. It also addresses the requirement of considering assets received as collateral under re-hypothecation rights as HQLA provided they meet all the required criteria. |
MC Paragraph 5.5. (a) (i) AR2 Part D Sr. No. 5, Sr. No. 12 Explanatory Note (xvi), Appendix III Sections C and D (iii) |
| RBI LCR - Mitigant HQLA Reclassification - Level 2A - Market Asset-Issuer | This rule reclassifies marketable securities received as mitigants, assigned a 20% risk weight and issued by sovereigns, PSEs or multilateral development banks as HQLA Level 2A assets in accordance with the criteria specified by RBI. | The classification of 20% risk weight marketable securities received as mitigants, issued by sovereigns, PSEs or multilateral development banks as HQLA Level 2A assets is configured as part of this rule. It also addresses the requirement of considering assets received as collateral under re-hypothecation rights as HQLA provided they meet all the required criteria. |
MC Paragraph 5.5. (a) (i) AR2 Part D Sr. No. 5, Sr. No. 12 Explanatory Note (xvi), Appendix III Sections C and D (iii) |
| RBI LCR - Mitigant HQLA Reclassification - Level 2A - Non-Financial Corporate Bonds | This rule reclassifies debt securities received as mitigants, other than covered bonds, issued by non-financial corporates as HQLA Level 2A assets in accordance with the criteria specified by RBI. | The classification of corporate bonds received as mitigants, excluding covered bonds, as HQLA level 2A assets is configured as part of this rule. It also addresses the requirement of considering assets received as collateral under re-hypothecation rights as HQLA provided they meet all the required criteria. |
MC Paragraph 5.5. (a) (ii) AR2 Part D Sr. No. 5, Sr. No. 12 Explanatory Note (xvi), Appendix III Sections C and D (iii) |
| RBI LCR - Mitigant HQLA Reclassification - Level 2B - Market Asset-Guarantor | This rule reclassifies sovereign guaranteed marketable securities received as mitigants, assigned a risk weight between 20% and 50% as HQLA Level 2B assets in accordance with the criteria specified by RBI. | The classification of marketable securities received as mitigants, guaranteed by sovereigns and assigned a risk weight higher than 20% but equal to or lower than 50%, as HQLA level 2B assets is configured as part of this rule. It also addresses the requirement of considering assets received as collateral under re-hypothecation rights as HQLA provided they meet all the required criteria. |
MC Paragraph 5.5 (b) (i) AR2 Part D Sr. No. 6, Sr. No. 12 Explanatory Note (xvi), Appendix III Sections C and D (iii) |
| RBI LCR - Mitigant HQLA Reclassification - Level 2B - Market Asset-Issuer | This rule reclassifies sovereign issued marketable securities received as mitigants, assigned a risk weight between 20% and 50% as HQLA Level 2B assets in accordance with the criteria specified by RBI. | The classification of marketable securities received as mitigants, issued by sovereigns and assigned a risk weight higher than 20% but equal to or lower than 50%, as HQLA level 2B assets is configured as part of this rule. It also addresses the requirement of considering assets received as collateral under re-hypothecation rights as HQLA provided they meet all the required criteria. |
MC Paragraph 5.5 (b) (i) AR2 Part D Sr. No. 6, Sr. No. 12 Explanatory Note (xvi), Appendix III Sections C and D (iii) |
| RBI LCR - Mitigant HQLA Reclassification - Level 2B - Market Asset- Corporate Issuer | This rule reclassifies debt securities received as mitigants, other than covered bonds, issued by non-financial corporates as HQLA Level 2B assets in accordance with the criteria specified by RBI. | The classification of corporate bonds received as mitigants, excluding covered bonds, as HQLA level 2B assets is configured as part of this rule. It also addresses the requirement of considering assets received as collateral under re-hypothecation rights as HQLA provided they meet all the required criteria. |
AR2 Part D Sr. No. 12 Explanatory Note (xvi), Appendix III Section D (iii) AR4 Sr. No. 3 |
| RBI LCR - Mitigant HQLA Reclassification - Level 2B Non-Financial Common Equities | This rule reclassifies common equities received as mitigants, issued by non-financial corporates as HQLA Level 2B assets in accordance with the criteria specified by RBI. | The classification of common equities received as mitigants, issued by non-financial entities as HQLA level 2B assets is configured as part of this rule. It also addresses the requirement of considering assets received as collateral under re-hypothecation rights as HQLA provided they meet all the required criteria. |
MC Paragraph 5.5 (b) (ii) AR2 Part D Sr. No. 6, Sr. No. 12 Explanatory Note (xvi), Appendix III Sections C and D (iii) |
| RBI LCR - Substitutable Collateral HQLA Reclassification - Level 1 - Cash | This rule reclassifies cash that can be contractually substituted for existing collateral received, as HQLA Level 1 assets in accordance with the criteria specified by RBI. | The classification of cash that can potentially be substituted for existing collateral, as HQLA level 1 assets is configured as part of this rule. |
MC Paragraph 5.4 (i) AR2 Part D Sr. No. 12 Explanatory Note (xv) |
| RBI LCR - HQLA Substitutable Collateral Reclassification - Level 1 - Market Asset-Guarantor | This rule reclassifies marketable securities, guaranteed by zero risk weight foreign sovereigns that can be contractually substituted for existing collateral received, as HQLA Level 1 assets in accordance with the criteria specified by RBI. | The classification of marketable securities, guaranteed by zero risk weight foreign sovereigns that can potentially be substituted for existing collateral, as HQLA Level 1 assets is configured as part of this rule. |
MC Paragraph 5.4 (iv) AR2 Part D Sr. No. 4, Sr. No. 12 Explanatory Note (xv), Appendix III Section C |
| RBI LCR - HQLA Substitutable Collateral - Level 1 - Debt Securities - Foreign Currency | This rule reclassifies marketable securities issued by zero risk weight sovereigns assigned a non-zero risk weight by international rating agencies, denominated in foreign currencies that can be contractually substituted for existing collateral received, as HQLA Level 1 assets in accordance with the criteria specified by RBI. | The classification of marketable securities, issued by zero risk weight sovereigns assigned a non-zero risk weight by international rating agencies, denominated in foreign currencies that can potentially be substituted for existing collateral, as HQLA Level 1 assets is configured as part of this rule. |
MC Paragraph 5.4 (iv) AR2 Part D Sr. No. 4, Sr. No. 12 Explanatory Note (xv), Appendix III Sections A (x) and C |
| RBI LCR - HQLA Substitutable Collateral Reclassification - Level 1 - Market Asset-Issuer | This rule reclassifies securities, issued by zero risk weight foreign sovereigns that can be contractually substituted for existing collateral received, as HQLA Level 1 assets, in accordance with the criteria specified by RBI. | The classification of marketable securities, issued by zero risk weight foreign sovereigns that can potentially be substituted for existing collateral, as HQLA Level 1 assets is configured as part of this rule. |
MC Paragraph 5.4 (iv) AR2 Part D Sr. No. 4, Sr. No. 12 Explanatory Note (xv), Appendix III Section C |
| RBI LCR - Substitutable HQLA Reclassification - Level 2A - Market Asset-Guarantor | This rule reclassifies marketable securities assigned a 20% risk weight and guaranteed by sovereigns, PSEs or multilateral development banks that can be contractually substituted for existing collateral received, as HQLA Level 2A assets in accordance with the criteria specified by RBI. | The classification of 20% risk weight marketable securities guaranteed by sovereigns, PSEs or multilateral development banks, that can potentially be substituted for existing collateral received, as HQLA Level 2A assets is configured as part of this rule. |
MC Paragraph 5.5. (a) (i) AR2 Part D Sr. No. 5, Sr. No. 12 Explanatory Note (xv), Appendix III Section C |
| RBI LCR - Substitutable HQLA Reclassification - Level 2A - Market Asset-Issuer | This rule reclassifies marketable securities assigned a 20% risk weight and issued by sovereigns, PSEs or multilateral development banks that can be contractually substituted for existing collateral received, as HQLA Level 2A assets in accordance with the criteria specified by RBI. | The classification of 20% risk weight marketable securities issued by sovereigns, PSEs or multilateral development banks, that can potentially be substituted for existing collateral received, as HQLA Level 2A assets is configured as part of this rule. |
MC Paragraph 5.5. (a) (i) AR2 Part D Sr. No. 5, Sr. No. 12 Explanatory Note (xv), Appendix III Section C |
| RBI LCR - Substitutable HQLA Reclassification - Level 2A - Non-Financial Corporate Bonds | This rule reclassifies debt securities, other than covered bonds, issued by non-financial corporates that can be contractually substituted for existing collateral received, as HQLA Level 2A assets in accordance with the criteria specified by RBI. | The classification of corporate bonds, excluding covered bonds, that can potentially be substituted for existing collateral received, as HQLA level 2A assets is configured as part of this rule. |
MC Paragraph 5.5. (a) (ii) AR2 Part D Sr. No. 5, Sr. No. 12 Explanatory Note (xv), Appendix III Section C |
| RBI LCR - Substitutable HQLA Reclassification - Level 2B - Market Asset-Guarantor | This rule reclassifies sovereign guaranteed marketable securities, assigned a risk weight between 20% and 50%, that can be contractually substituted for existing collateral received, as HQLA Level 2B assets in accordance with the criteria specified by RBI. | The classification of marketable securities guaranteed by sovereigns and assigned a risk weight higher than 20% but equal to or lower than 50%, that can potentially be substituted for existing collateral received, as HQLA level 2B assets is configured as part of this rule. |
MC Paragraph 5.5 (b) (i) AR2 Part D Sr. No. 6, Appendix III Section C |
| RBI LCR - Substitutable HQLA Reclassification - Level 2B - Market Asset-Issuer | This rule reclassifies sovereign issued marketable securities, assigned a risk weight between 20% and 50%, that can be contractually substituted for existing collateral received, as HQLA Level 2B assets in accordance with the criteria specified by RBI. | The classification of marketable securities issued by sovereigns and assigned a risk weight higher than 20% but equal to or lower than 50%, that can potentially be substituted for existing collateral received, as HQLA level 2B assets is configured as part of this rule. |
MC Paragraph 5.5 (b) (i) AR2 Part D Sr. No. 6, Appendix III Section C |
| RBI LCR - Substitutable HQLA Reclassification - Level 2B - Market Asset-Corporate Issuer | This rule reclassifies debt securities, other than covered bonds, issued by non-financial corporates that can be contractually substituted for existing collateral received, as HQLA Level 2B assets in accordance with the criteria specified by RBI. | The classification of corporate bonds, excluding covered bonds, that can potentially be substituted for existing collateral received, as HQLA level 2B assets is configured as part of this rule. |
AR2 Part D Sr. No. 12 Explanatory Note (xv) AR4 Sr. No. 3 |
| RBI LCR - Substitutable HQLA Reclassification - Level 2B Non-Financial Common Equities | This rule reclassifies common equities issued by non-financial corporates that can be contractually substituted for existing collateral received, as HQLA Level 2B assets in accordance with the criteria specified by RBI. | The classification of common equities issued by non-financial entities, that can potentially be substituted for existing collateral received, as HQLA level 2B assets is configured as part of this rule. |
MC Paragraph 5.5 (b) (ii) AR2 Part D Sr. No. 6, Sr. No. 12 Explanatory Note (xv), Appendix III Sections B to C |
| LRM - RBI - Bank Own Assets - Meets HQLA Operational Requirements Flag Update | This rule identifies whether bank's own assets, both unencumbered assets as well as those placed as collateral, meet the operational requirements prescribed by RBI, except for being unencumbered in the case of placed collateral. In case of unencumbered assets, it updates the Meets HQLA Operational Requirements Flag. In case of placed collateral, it updates the Meets HQLA Operational Requirements on Unwind Flag. | The identification of whether an asset owned by the bank meets the operational requirements set forth by RBI for its inclusion in the stock of HQLA is configured as part of this rule. |
MC Paragraph 5.6 to 5.7 AR2 Part D Sr. No. 3, Sr. No. 12 Explanatory Note (xvi), Appendix III Section D AR4 Sr. No. 7 AR6 Section A |
| LRM - RBI - Re-hypothecated Mitigants - Meets HQLA Operational Requirements Flag Update | This rule identifies whether a re-hypothecated mitigant meets the operational requirements prescribed by RBI, except for being unencumbered. It updates the Meets HQLA Operational Requirements on Unwind Flag for such mitigants. | The identification of whether a collateral received from a counterparty, that is further placed as collateral, meets the operational requirements set forth by RBI on unwind is configured as part of this rule. |
MC Paragraph 5.6 to 5.7 AR2 Part D Sr. No. 3, Sr. No. 12 Explanatory Note (xvi), Appendix III Section D AR4 Sr. No. 7 AR6 Section A |
| LRM - RBI - Instruments - Eligible High Quality Liquid Assets Flag Update | This computation rule updates the Hqla Eligibility Flag for a bank’s own unencumbered assets classified as HQLA that fulfill the HQLA operational requirements and therefore can be included in the stock of HQLA. It also updates the Eligible HQLA on Unwind flag for all assets placed as collateral that are classified as HQLA that fulfill the HQLA operational requirements on unwind and therefore are to be unwound. | The identification of whether a bank's asset classified as an HQLA, meets all the operational criteria and is therefore eligible to be included in the stock of HQLA is configured as part of this rule. |
MC Paragraph 5.6 to 5.7 AR2 Part D Sr. No. 3, Sr. No. 12 Explanatory Note (xvi), Appendix III Section D AR4 Sr. No. 7 AR6 Section A |
| LRM - RBI - Mitigants - Meets HQLA Operational Requirements Flag Update | This rule identifies whether a mitigant meets the operational requirements prescribed by RBI, to be considered for inclusion in the stock of HQLA. It updates the Meets HQLA Operational Requirements Flag for such mitigants. | The identification of whether the collateral received from counterparty meets the operational requirements set forth by RBI is configured as part of this rule. |
MC Paragraph 5.6 to 5.7 AR2 Part D Sr. No. 3, Sr. No. 12 Explanatory Note (xvi), Appendix III Section D AR4 Sr. No. 7 AR6 Section A |
| LRM - RBI - Mitigants - Eligible High Quality Liquid Assets Flag Update | This computation rule updates the Hqla Eligibility Flag for mitigants classified as HQLA that fulfill the HQLA operational requirements prescribed by RBI, and therefore can be included in the stock of HQLA. | The identification of whether the collateral received from counterparty, classified as an HQLA, meets all the operational criteria and is therefore eligible to be included in the stock of HQLA is configured as part of this rule. |
MC Paragraph 5.6 to 5.7 AR2 Part D Sr. No. 3, Sr. No. 12 Explanatory Note (xvi), Appendix III Section D AR4 Sr. No. 7 AR6 Section A |
| LRM - Collateral Valuation Change Computation | This rule calculates the collateral valuation change amount for all liabilities including derivatives. | The computation of the value of placed collateral, not classified as HQLA level 1 asset, securing liabilities including derivatives, adjusted for any mitigant received is configured as part of this rule. This is further used to determine the increased liquidity needs related to the potential for valuation changes on posted collateral. |
MC Appendix 1 Explanatory Note (x) AR2 Part D Sr. No. 12 Explanatory Note (x) |
| LRM - Downgrade Impact Amount for Other Liabilities | This rule calculates the downgrade impact amount for all liability products other than derivatives and securitizations as the difference between the EOP balance and the collateral received. | The computation of the loss due to a ratings downgrade, with respect to liabilities other than derivatives and securitizations, is configured as part of this rule. |
MC Appendix 1 Explanatory Note (ix) AR2 Part D Sr. No. 12 Explanatory Note (ix) |
| LRM - Calculation of Contractual Inflow Amount And Minimum Due Amount | This rule calculates the sum of all cash inflows within the liquidity horizon for loans and leases. Additionally, it calculates the minimum amount due for products such as loans, leases, overdrafts and line of credit that do not have a specified maturity. | The identification of the minimum payments due on open maturity loans within the LCR horizon of 30 days is configured as part of this rule. | AR2 Part D Sr. No. 14 Explanatory Note (xxvi) |
| LRM - Calculation of Contractual Obligation Amount | This rule calculates the contractual obligation to extend funds to retail and non-financial customers. | The computation of the total contractual obligation to extend funds to retail and non-financial customers is configured as part of this rule. | AR2 Part D Sr. No. 12 Explanatory Note (xviii) |
| FN_CONTRCT_OBLIG_AMT_POP | This DT computes the excess contractual obligation amount as the difference between the contractual obligation to extend funds and 30-day contractual inflows and updates this value in the FSI_LRM_INSTRUMENT table. | The computation of the contractual obligation amount in excess of 50% of the total contractual inflows from retail and non-financial customers is configured as part of this rule. | AR2 Part D Sr. No. 12 Explanatory Note (xviii) |
| LRM - RBI - Contractually Due Collateral And Excess Collateral Receivable Update | This rule calculates and updates the contractually due collateral and excess collateral receivable amounts for derivatives without netting agreements and other liabilities in FSI_LRM_INSTRUMENT table. | The computation of the collateral required to be posted contractually on which the counterparty has not yet demanded the collateral is configured as part of this rule. |
AR2 Part D Sr. No. 12 Explanatory Note (xiv) BLR1 Panel II Sr. No. A 4 (vi) |
| LRM - RBI - Contractually Receivable Collateral And Excess Collateral Due Update | This rule calculates and updates the contractually receivable collateral And excess collateral due amounts for derivatives without netting agreements and other assets in FSI_LRM_INSTRUMENT table. | The computation of the excess collateral held by the bank which could be called back by the counterparty at any time is configured as part of this rule. | AR2 Part D Sr. No. 12 Explanatory Note (xiii) |
| LRM - RBI - Instruments - Hedge Termination Cost Adjusted Value | This computation rule identifies all high quality liquid assets that have a hedge associated with them and computes the value of the unencumbered portion of such assets to be included in the stock as less of the hedge termination cost. | The computation of the market value of a high quality liquid asset adjusted for the outflow that would arise on the early termination of the hedge is configured as part of this rule. The hedge termination cost adjusted value of the asset is included in the stock of HQLA. | AR2 Appendix III Section D (vii) |
| LRM - RBI - Mitigants - Value to be Included in the Stock of Liquid Assets | This rule computes the unencumbered portion of the re-hypothecable mitigants, classified as high quality liquid assets, which can be included in the stock of HQLA. | The identification and computation of the value of the non-rehypothecated portion of HQLA collateral received under re-hypothecation rights is configured as part of this rule. | AR2 Appendix III Section D (iii) |
| LRM - RBI - Instruments - Value to be included in Stock - Placed Collateral | This rule computes the unused portion of placed collaterals, classified as high quality liquid assets, which is eligible to be included in the stock as it is currently unencumbered. | The computation of the unused portion of high quality liquid assets that are pre-positioned or pledged but have not been used to generate liquidity is configured as part of this rule. The assets are encumbered in the order of lowest to highest quality in order to compute the unused portion of the placed collateral | AR2 Appendix III Section D iii |
| RBI LCR - Stock Adjustment Reclassification - Level 1 - Addition | This rule identifies all secured lending and asset exchange transactions involving HQLA that mature within the LCR horizon which are, therefore, required to be unwound and reclassifies them to the appropriate adjustment rule. In case of secured lending transactions, where the collateral received is a non-level 1 HQLA, the type of adjustment to the stock of HQLA due to such an unwind is updated as addition of the amount paid. In case of asset exchange transactions, where the collateral received is a non-level 1 HQLA and the collateral posted in a level 1 HQLA, the type of adjustment to the stock of HQLA due to such an unwind is updated as addition of the collateral posted. | The identification of secured lending and asset exchange transactions required to be unwound and the amount to be added to the stock of level 1 assets due to such an unwind is configured as part of this rule. |
MC Paragraph 6.3 AR2 Part D Sr. No. 16, Appendix III Section E |
| RBI LCR - Stock Adjustment Reclassification - Level 1 - Deduction | This rule identifies all secured funding and asset exchange transactions involving HQLA that mature within the LCR horizon which are, therefore, required to be unwound and reclassifies them to the appropriate adjustment rule. In case of secured funding transactions, where the collateral posted is a non-level 1 HQLA, the type of adjustment to the stock of HQLA due to such an unwind is updated as deduction of the amount received. In case of asset exchange transactions, where the collateral posted is a non-level 1 HQLA and the collateral received in a level 1 HQLA the type of adjustment to the stock of HQLA due to such an unwind is updated as deduction of the collateral received. | The identification of secured funding and asset exchange transactions required to be unwound and the amount to be deducted from the stock of level 1 assets due to such an unwind is configured as part of this rule. |
MC Paragraph 6.3 AR2 Part D Sr. No. 16, Appendix III Section E |
| RBI LCR - Stock Adjustment Reclassification - Level 2A - Addition | This rule identifies all secured funding and asset exchange transactions involving HQLA that mature within the LCR horizon which are, therefore, required to be unwound and reclassifies them to the appropriate adjustment rule. In case of secured funding transactions, where the collateral posted is a level 2A HQLA, the type of adjustment to the stock of HQLA due to such an unwind is updated as addition of the collateral posted. In case of asset exchange transactions, where the collateral received is an HQLA and the collateral posted is a level 2A asset, the type of adjustment to the stock of HQLA due to such an unwind is updated as addition of the collateral posted. | The identification of secured funding and asset exchange transactions required to be unwound and the amount to be added to the stock of level 2A assets due to such an unwind is configured as part of this rule. |
MC Paragraph 6.4 AR2 Part D Sr. No. 17, Appendix III Section E |
| RBI LCR - Stock Adjustment Reclassification - Level 2A - Deduction | This rule identifies all secured lending and asset exchange transactions involving HQLA that mature within the LCR horizon which are, therefore, required to be unwound and reclassifies them to the appropriate adjustment rule. In case of secured lending transactions, where the collateral received is a level 2A HQLA, the type of adjustment to the stock of HQLA due to such an unwind is updated as deduction of the collateral received. In case of asset exchange transactions, where the collateral posted is an HQLA and the collateral received is a level 2A asset, the type of adjustment to the stock of HQLA due to such an unwind is updated as deduction of the collateral received. | The identification of secured lending and asset exchange transactions required to be unwound and the amount to be deducted from the stock of level 2A assets due to such an unwind is configured as part of this rule. |
MC Paragraph 6.4 AR2 Part D Sr. No. 17, Appendix III Section E |
| RBI LCR - Stock Adjustment Reclassification - Level 2B - Addition | This rule identifies all secured funding and asset exchange transactions involving HQLA that mature within the LCR horizon which are, therefore, required to be unwound and reclassifies them to the appropriate adjustment rule. In case of secured funding transactions, where the collateral posted is a level 2B HQLA, the type of adjustment to the stock of HQLA due to such an unwind is updated as addition of the collateral posted. In case of asset exchange transactions, where the collateral received is an HQLA and the collateral posted is a level 2B asset, the type of adjustment to the stock of HQLA due to such an unwind is updated as addition of the collateral posted. | The identification of secured funding and asset exchange transactions required to be unwound and the amount to be added to the stock of level 2B assets due to such an unwind is configured as part of this rule. |
MC Paragraph 6.5 AR2 Part D Sr. No. 18, Appendix III Section E |
| RBI LCR - Stock Adjustment Reclassification - Level 2B - Deduction | This rule identifies all secured lending and asset exchange transactions involving HQLA that mature within the LCR horizon which are, therefore, required to be unwound and reclassifies them to the appropriate adjustment rule. In case of secured lending transactions, where the collateral received is a level 2B HQLA, the type of adjustment to the stock of HQLA due to such an unwind is updated as deduction of the collateral received. In case of asset exchange transactions, where the collateral posted is an HQLA and the collateral received is a level 2B asset, the type of adjustment to the stock of HQLA due to such an unwind is updated as deduction of the collateral received. | The identification of secured lending and asset exchange transactions required to be unwound and the amount to be deducted from the stock of level 2B assets due to such an unwind is configured as part of this rule. |
MC Paragraph 6.5 AR2 Part D Sr. No. 18, Appendix III Section E |
| RBI LCR - Stock Adjustment Rule | This rule computes the amount to be adjusted to the stock of HQLA for the adjustments that are been identified for each account requiring to be unwound and updates these amounts in FSI_LRM_INSTRUMENT table. | The identification of the amount to be added to or deducted from the stock of HQLA due to unwinding of a transaction involving high quality liquid assets is configured as part of this rule. |
MC Paragraphs 6.3, 6.4 and 6.5 AR2 Part D Sr. Nos. 16, 17 and 18, Appendix III Section E |
| LRM_RBI_SIGNIFICANT_CURRENCY | This T2T identifies the significant currencies for each legal entity on a standalone basis as per the regulatory criteria and updates the list of significant currencies in the FCT_SIGNIFICANT_CURRENCY table. Significant currencies are those where the sum of liabilities in a given currency exceeds five percent of the total liabilities of the legal entity. | The identification of currencies deemed significant as per regulatory criteria is configured as part of this T2T. | MC Paragraph 7.1 (d) |
| RBI_LCR_DATA_POPULATION | This T2T computes and updates the restricted and unrestricted amounts for all HQLA levels in each significant currency as well as for the reporting currency at the level of each legal entity from FSI_LRM_INSTRUMENT table into FCT_LRM_LE_SUMMARY table. Restricted assets are assets that do not have transferability restrictions. | The identification and computation of the value of assets that have restrictions on their transfer and the assets that are freely transferable is configured as part of this rule. | AR2 Appendix III Section A (ii) to (iv) |
| RBI_HELD_TO_MEET_NCOF | The DT computes the value of high quality liquid assets that can be included in the stock of HQLA only to the extent of the stressed net cash outflows denominated in the foreign currency in the jurisdiction where the bank has undertaken liquidity risk. This value is updated in the FCT_LRM_LE_SUMMARY table. | The computation of the value of the foreign currency denominated level 1 assets that are allowed to be included in the stock of HQLA only to the extent of the stressed net cash outflows denominated in the foreign currency in the jurisdiction where the bank has undertaken liquidity risk is configured as part of this rule. |
MC Paragraph 5.4 iv AR2 Part D Sr. No. 4, Appendix III Sections A (x), C |
| RBI LCR - Cashflows for LCR Computation | This rule updates the cash inflows and outflows adjusted for the regulatory rates as part of the business assumptions into the FCT_LRM_LE_SUMMARY table at a legal entity - significant currency combination. | The computation of total cash outflows and total cash inflows of an entity on a significant currency basis post applying regulatory outflow and inflow rates is configured as part of this rule. | MC Paragraphs 6.7 |
| RBI LCR - Cash flows for LCR Computation at Entity Level | This rule updates the cash inflows and outflows adjusted for the regulatory rates as part of the business assumptions into the FCT_LRM_LE_SUMMARY table at a legal entity level. | The computation of total cash outflows and total cash inflows of an entity post applying regulatory outflow and inflow rates is configured as part of this rule. | MC Paragraphs 6.7 |
| LRM - NCOF Computation | This rule computes the net cash outflow over the liquidity horizon based on the regulatory formula at legal entity level as well legal entity - significant currency level and updates these values in the FCT_LRM_LE_SUMMARY table. | The computation of the net cash outflows as per the regulatory formula is configured as part of this rule. | MC Paragraphs 6.7 |
| LRM_RBI_LCR_Consolidate | This DT identifies and eliminates intercompany transactions and computes the consolidated liquidity coverage ratio (LCR). It includes the assets with transferability restrictions held by subsidiaries into the consolidated calculation only to the extent of net cash outflows of that subsidiary and computes the consolidated stock of high quality liquid assets. Additionally, it computes the net cash outflow on a consolidated basis. | The computation of the consolidated net cash outflows and the stock of high quality liquid assets adjusted for asset transferability restrictions is configured as part of this data transformation. |
MC Paragraph 3 AR2 Appendix III Section A |
| LRM - RBI LCR Adjustments Amount Calculation | This rule calculates the net amount to be adjusted against each high quality liquid asset level based on transactions required to be unwound and updates this amount in FCT_LRM_LE_SUMMARY table. | The computation of the net amount to be adjusted against the total stock of HQLA due to unwinding of transactions involving high quality liquid assets maturing within 30 days at a legal entity - currency combination is configured as part of this rule. |
MC Paragraphs 6.3, 6.4 and 6.5 AR2 Part D Sr. Nos. 16, 17 and 18, Appendix III Section E |
| LRM - RBI LCR Adjustments Amount Calculation at Entity Level | This rule calculates the net amount to be adjusted against each high quality liquid asset level based on transactions required to be unwound at a legal entity level, either standalone or consolidated, and updates this amount in FCT_LRM_LE_SUMMARY table. | The computation of the net amount to be adjusted against the total stock of HQLA due to unwinding of transactions involving high quality liquid assets maturing within 30 days at a legal entity level is configured as part of this rule. |
MC Paragraphs 6.3, 6.4 and 6.5 AR2 Part D Sr. Nos. 16, 17 and 18, Appendix III Section E |
| RBI LCR - Adjusted Asset Amount Calculation | This rule calculates the adjusted stock of HQLA based on the transactions required to be unwound at a legal entity as well as legal entity - significant currency combination and updates this value in the FCT_LRM_LE_SUMMARY table. | The computation of the stock of HQLA adjusted for unwinding of unwinding of transactions involving high quality liquid assets maturing within 30 days is configured as part of this rule. |
MC Paragraphs 6.3, 6.4 and 6.5 AR2 Part D Sr. Nos. 16, 17 and 18, Appendix III Section E |
| RBI LCR - Level 2B Asset Cap Amount Calculation | This rule calculates the adjusted level 2B asset cap amount as per the regulatory formula using the adjusted amounts of high quality liquid assets and updates it in the FCT_LRM_LE_SUMMARY table at both legal entity level and legal entity - significant currency level. | The computation of the adjustment for 15% cap on level 2B assets is configured as part of this rule |
MC Paragraph 6.2 to 6.6 AR2 Part D Sr. No. 15 |
| RBI LCR - Level 2 Asset Cap Amount Calculation | This rule calculates the adjusted level 2 asset cap amount as per the regulatory formula using the adjusted amounts of high quality liquid assets and the adjusted level 2B cap amount. This value is updated in the FCT_LRM_LE_SUMMARY table at both legal entity level and legal entity - significant currency level. | The computation of the adjustment for 40% cap on level 2 assets is configured as part of this rule |
MC Paragraph 6.2 to 6.6 AR2 Part D Sr. No. 15 |
| RBI LCR - SHQLA Computation | This rule calculates the stock of high quality liquid assets (HQLA) and updates the value in FCT_LRM_LE_SUMMARY table at both legal entity level and legal entity - significant currency level. | The computation of the stock of high quality liquid assets is configured as part of this rule. |
MC Paragraph 6.2 to 6.6 AR2 Part D Sr. No. 15 |
| RBI LCR - Liquidity Coverage Ratio Computation | This rule calculates the liquidity coverage ratio (LCR) at a legal entity level and legal entity – significant currency level on a solo and consolidated basis and updates the values in the FCT_LRM_LE_SUMMARY table. | The computation of the liquidity coverage ratio is configured as part of this rule. | MC Paragraph 4 |
| RBI LCR - Option Amount Post Option 1 - Solo | This rule calculates the value of the liquidity facility extended by the central bank as alternative liquidity required to meet the shortfall in the stock of HQLA for a legal entity on a standalone basis. |
The computation of the amount of FALLCR to be availed by a legal entity on a standalone basis due to a shortfall in the stock of HQLA as compared to the net cash outflows is configured as part of this rule. Additionally, this rule computes the government securities held by banks in respect of their incremental lending to Non-Banking Financial Corporations (NBFCs) and Housing Finance Companies (HFCs), during the period starting from 19th October 2018 to 31st March 2019, which can be classified as Level 1 HQLA assets under FALLCR within the mandatory SLR requirement up to a limit of 0.5 per cent of the bank’s NDTL. |
AR1 Sr. No. 4 AR3 Sr. No. 3 AR5 Sr. No. 3 AR8 Sr. No. 2 |
| RBI LCR - Option Amount Post Option 1 - Consol | This rule calculates the value of the liquidity facility extended by the central bank as alternative liquidity required to meet the shortfall in the stock of HQLA, if any, for a legal entity on a consolidated basis. |
The computation of the amount of FALLCR to be availed by a legal entity on a consolidated basis due to a shortfall in the stock of HQLA as compared to the net cash outflows is configured as part of this rule. Additionally, this rule computes the government securities held by banks in respect of their incremental lending to Non-Banking Financial Corporations (NBFCs) and Housing Finance Companies (HFCs), during the period starting from 19th October 2018 to 31st March 2019, which can be classified as Level 1 HQLA assets under FALLCR within the mandatory SLR requirement up to a limit of 0.5 per cent of the bank’s NDTL. |
AR1 Sr. No. 4 AR3 Sr. No. 3 AR5 Sr. No. 3 AR8 Sr. No. 2 |
| LRM - SHQLA Computation Post Option 1 | This rule calculates the stock of High Quality Liquid Asset (HQLA) after the inclusion of the alternative liquidity facility, in case of a shortfall in the stock of HQLA, and updates this value in the FCT_LRM_LE_SUMMARY table. | The computation of the stock of HQLA inclusive of the FALLCR amount covering the HQLA shortfall is configured as part of this rule. |
AR1 Sr. No. 4 AR3 Sr. No. 3 AR5 Sr. No. 3 |
| RBI LCR - Liquidity Coverage Ratio Computation Option 1 | This rule calculates the liquidity coverage ratio after the inclusion of the alternative liquidity facility, in case of a shortfall in the stock of HQLA, and updates this value in the FCT_LRM_LE_SUMMARY table. | The computation of the liquidity coverage ratio after considering the FALLCR amount, in the event of a shortfall in the stock of HQLA, is configured as part of this rule. |
AR1 Sr. No. 4 AR3 Sr. No. 3 AR5 Sr. No. 3 |