LCR Calculator - Liquidity Coverage Ratio

Your details

Cash, central-bank reserves, and sovereign/central-bank securities with a 0% Basel II risk weight. No haircut applies. No cap on the proportion of HQLA.
M
High-grade sovereign/agency debt, qualifying covered bonds, and multilateral development bank securities. A 15% haircut is applied. Level 2A + 2B combined may not exceed 40% of total HQLA.
M
Qualifying corporate bonds (BB+ to BBB+), non-financial equities, and qualifying RMBS. A 50% haircut is applied. Level 2B alone may not exceed 15% of HQLA, and the combined Level 2 cap still applies.
M
Retail deposits from individuals that are fully insured and held in a stable-relationship account. Run-off rate: 3%.
M
Retail deposits that do not meet the "stable" criteria (e.g., uninsured or internet-only). Run-off rate: 10%.
M
Business deposits held for clearing, custody, or cash-management purposes that would be partially retained in a stress event. Run-off rate: 25%.
M
Wholesale deposits or funding not linked to operational services - these are more likely to flee in a stress event. Run-off rate: 40%.
M
Repo or other secured funding backed by Level 1 collateral. Assumed to roll over in a stress scenario. Run-off rate: 0%.
M
Repo or other secured funding backed by Level 2A collateral. Run-off rate: 15%.
M
Repo or other secured funding backed by Level 2B collateral. Run-off rate: 25%.
M
Expected contractual cash inflows over 30 days (maturing loans, securities payments, etc.). Capped at 75% of gross outflows so banks cannot fully offset outflows with inflows.
M
Liquidity Coverage RatioStrong buffer
750%

HQLA after caps divided by net cash outflows

HQLA after haircuts and caps720M
Gross cash outflows216M
Inflows (capped at 75%)120M
Net cash outflows96M
HQLA surplus / deficit624M
750% %
Non-compliant<80Near threshold80-100Compliant100-130Strong buffer130+

LCR 750.0% - Basel III compliant

  • Your LCR of 750.0% exceeds the 100% Basel III minimum, meaning you hold 624.0 M in excess liquid assets.
  • The 75% inflow cap is not binding: all 120.0 M of your expected inflows are being recognized in full.
  • Level 1 assets make up 69% of your adjusted HQLA, providing a strong, unencumbered liquidity base.

Next stepRun sensitivity analysis by reducing Level 1 assets or increasing outflow assumptions to identify your buffer above the minimum.

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