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. Alternative Liquidity Approaches
  6. Option 1

4.4.3.9.1 Option 1

This refers to contractually committed credit line facilities from the relevant central bank for a fee. These facilities are other than the facilities which are regular central bank standing arrangements. This is identified through a credit line purpose as Contractual Committed Facility Extended by Central Bank as Alternative Liquidity. The line should be irrevocable if not, it should have a Notice period before revocation as greater than the LCR Horizon.