Liquidity Facilities
Definition
Refers to committed liquidity facilities, as defined in the LRM Standards; however, exclude unfunded term margin, which should be reported under O.O.18: Unfunded Term Margin.
Refers to committed liquidity facilities, as defined in the LRM Standards; however, exclude unfunded term margin, which should be reported under O.O.18: Unfunded Term Margin. If facilities have aspects of both credit and liquidity facilities, the facility must be classified as a liquidity facility. Use the O.O.[Maturity Bucket] field to indicate the earliest date the commitment could be drawn. Use the O.O.[Counterparty] field to distinguish between facilities to different counterparties: • Retail • Small Business • Non-Financial Corporate • Sovereign • Central Bank • GSE • PSE, except Municipalities for VRDN structures • MDB • Other Supranational • Pension Fund • Bank • Broker-Dealer • Investment Company or Advisor • Financial Market Utility • Other Supervised Non-Bank Financial Entity • Debt Issuing SPE • Non-Regulated Fund • Municipalities for VRDN structures Includes standby purchase agreements that backstop remarketing o obligations, as well as direct-pay LOCs that provide credit enhancement. If a VRDN is not supported by an SBPA or LOC, then the remarketing obligation should also be considered as a liquidity facility under this product. • Other
Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, reporting_entity.
Cross-References
LCR Rule Mapping
Committed liquidity facility outflow — 25% outflow
Based on FINOS Morphir LCR sample (2014 final rule / 2019 FR 2052a). Status indicates mapping confidence vs. the 2025 form.
Try in LCR Calculator →Reporting Notes
Includes standby purchase agreements that backstop remarketing o obligations, as well as direct-pay LOCs that provide credit enhancement. If a VRDN is not supported by an SBPA or LOC, then the remarketing obligation should also be considered as a liquidity facility under this product.
Version History
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