1. Liquidity Risk Regulatory Calculations for European Banking Authority User Guide
  2. Liquidity Coverage Ratio Calculation as Per Delegated Act
  3. Process Flow

4.3 Process Flow

This section provides a high level LCR Calculation Process Flow (Under EBA Delegated Act).

The application supports an out-of-the-box delegated act LCR calculation that has the regulatory scenarios with associated HQLA haircuts, inflow and outflow rates pre-configured in the form of business assumptions as prescribed by the European Banking Authority as part of the Commission Delegated Regulation (EU) 2015/61.