4.2 Inputs

The application requires the below inputs for LCR calculation:

• Liquidity haircut for each asset level, which are provided through business assumption with assumption category as valuation change and assumption sub category as haircut.
• Business assumption that defines the outflow percentage. It is defined through appropriate business assumptions. For example, retail deposit Run off is defined through business assumption with category as incremental cash flow and sub category as Run-off.
• Business assumption that defines the inflow percentage. It is defined through appropriate business assumptions. For example, Roll over reverse repo is defined through business assumption with category as cash flow movement and sub category as roll over.
• Liquidity Horizon is specified as the Run time parameter