Liquidity Coverage Ratio

Refers to the reporting entity’s LCR calculation, as specified in section 10(c) of the LRM Standards. Only reporting entities that are subject to the LCR on a standalone basis per section 1 of the LRM Standards are required to report this product. Report this product as a decimal value, with four points of precision (e.g., an LCR of 105.25% must be reported as 1.0525). Net Stable Funding Ratio (NSFR) Supplemental Products The following products in the Supplemental-Liquidity Risk Measurement table may be reported at a lesser frequency and with a longer delay as compared to the general frequency and timing of the report. U.S. firms and FBO IHCs are to report these products as-of the last business day of each calendar month, T+15 calendar days after the as-of date.