14.2.1 Inputs

Inputs required for Liquidity Coverage Ratio calculated by the LRM Application are as follows:

• Liquidity haircut for each asset level should be provided through business assumption with assumption category as valuation change and assumption subcategory ashaircut.
• Business assumptions which define the outflow percentage should be defined through appropriate business assumptions. For example, retail deposit Run off is defined through business assumption with category as incremental cash flow and subcategory as Run-off.
• Business assumptions which define the inflow percentage should be defined through appropriate business assumptions. For example, Rollover reverse repo is defined through business assumption with category as cash flow movement and subcategory as Rollover.
• Liquidity Horizon is specified as the Run time parameter