8.1.3.4 NSFR Ratio

When the purpose is selected as Basel III Liquidity Ratios Calculation and the Run type is selected as BAU the Liquidity ratio button is enabled for selection in the Run Definition window. Select either of the following options:

• LCR : If you select LCR, only LCR is calculated.
• NSFR : If you select NSFR, then only NSFR is calculated.
• Both : If you select Both, both NSFR and LCR is calculated in the same Run.