O.S.2·Outflows: Secured

Securities Lending

Definition

Refers to all securities lending transactions (including under Master Securities Loan

Refers to all securities lending transactions (including under Master Securities Loan Agreements).

Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, reporting_entity.

LCR Rule Mapping

§249.32(e)·0% rate

Secured outflow backed by Level 1 HQLA collateral — 0% outflow

Module: Outflows·Weight: 0

confirmed

§249.32(g)(1)·0% rate

Maturity-differentiated secured outflow — Level 1 collateral — 0% outflow

Module: Outflows·Weight: 0

provisional

§249.32(g)(3)·0% rate

Maturity-differentiated secured outflow — Level 2A collateral — 0% outflow

Module: Outflows·Weight: 0

provisional

§249.32(g)(4)·0% rate

Maturity-differentiated secured outflow — Level 2B collateral — 0% outflow

Module: Outflows·Weight: 0

provisional

§249.32(g)(5)·0% rate

Maturity-differentiated secured outflow — sovereign/central bank/multilateral collateral — 0% outflow

Module: Outflows·Weight: 0

provisional

§249.32(g)(9)·0% rate

Maturity-differentiated secured outflow — domestic sovereign collateral — 0% outflow

Module: Outflows·Weight: 0

provisional

§249.33(f)(1)(iii)·0% rate

Secured lending unwind — Level 1 collateral (no additional outflow) — 0% outflow

Module: Outflows·Weight: 0

provisional

§249.33(f)(1)(iv)·15% rate

Secured lending unwind — Level 2A collateral (15% additional outflow) — 15% outflow

Module: Outflows·Weight: 0.15

provisional

Based on FINOS Morphir LCR sample (2014 final rule / 2019 FR 2052a). Status indicates mapping confidence vs. the 2025 form.

2025-02-26

Current version