S.L.3·Supplemental: Liquidity Risk Measurement
Unencumbered Asset Hedges – Early Termination Outflows
Definition
Refers to all cash outflows that would arise from the early termination of a hedge associated with eligible HQLA, as defined in the LRM Standards, reported in the Inflows-Assets table.
Refers to all cash outflows that would arise from the early termination of a hedge associated with eligible HQLA, as defined in the LRM Standards, reported in the Inflows-Assets table. Use the Collateral Class field to indicate the type of unencumbered asset associated with the hedge.
Applicable fields: product, sub_product, currency, market_value, reporting_entity.
Cross-References
LRM Standards
Version History
2025-02-26
Current version