1. Liquidity Risk Regulatory Calculations for European Banking Authority User Guide
  2. Liquidity Coverage Ratio Calculation as Per Delegated Act
  3. Calculation of Contractually Required Collateral
  4. Calculating Excess Collateral
  5. Calculating Downgrade Impact Amount

4.4.3.3 Calculating Downgrade Impact Amount

This section describes the calculation of downgrade impact amount for derivatives and other liabilities.