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 Cash Inflows and Outflows
  6. Calculation of Total Cash Outflows

4.4.3.8.2 Calculation of Total Cash Outflows

The application applies the business assumptions, specified on products involving cash outflows, selected as part of the Run. The regulatory assumptions specified in the Regulation Addressed through Business Assumptions section, are predefined and packaged as part of the ready-to-use Run to determine the outflows over the liquidity horizon. The business assumption adjusted cash outflows occurring over the liquidity horizon is summed up to obtain the total cash outflow. These include outflows from liabilities, derivatives outflow, outflows due to changes in financial conditions such as rating downgrade and valuation changes, and so on.