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. Home-Host Configuration
  6. Home-Host Treatment Run

4.4.3.10.1 Home-Host Treatment Run

The Home or Host Run is an additional process that compares the home rates and host rates and applies the stricter rate. This is applicable to legal entities incorporated in a host country. HQLA asset levels or haircuts, factor for Inflows and Outflows are compared for both countries and finalized in this Run.

Figure 3-31 Process Flow-Home or Host Run


This image displays the Process Flow-Home or Host Run.