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Get the free Liquidity Coverage Ratio Disclosure ReportCredit Suisse

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Last Update: 20220215.073122RSSD ID: 1574834 FR Y9C OMB Number 71000128 Approval expires December 31, 2024-Page 1 of 76Board of Governors of the Federal Reserve SystemConsolidated Financial Statements
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How to fill out liquidity coverage ratio disclosure

01
Understand the regulatory requirements for liquidity coverage ratio disclosure
02
Gather all the necessary data and information related to the assets, liabilities, and off-balance sheet exposures
03
Calculate the total high-quality liquid assets (HQLA) and the total net cash outflows over a 30-day stress period
04
Determine the liquidity coverage ratio by dividing the HQLA by the net cash outflows
05
Prepare the disclosure report according to the specified format and submit it to the relevant regulatory authority

Who needs liquidity coverage ratio disclosure?

01
Financial institutions such as banks, credit unions, and other deposit-taking institutions that are subject to regulatory requirements regarding liquidity risk management
02
Regulatory authorities responsible for monitoring and supervising the liquidity risk of financial institutions
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Liquidity coverage ratio disclosure is a regulatory requirement that provides information on a financial institution's ability to meet short-term obligations with high-quality liquid assets.
Financial institutions such as banks and credit unions are required to file liquidity coverage ratio disclosure.
To fill out liquidity coverage ratio disclosure, financial institutions must report the required data based on regulatory guidelines and calculations.
The purpose of liquidity coverage ratio disclosure is to ensure that financial institutions maintain an adequate level of liquid assets to cover short-term obligations and mitigate liquidity risk.
Information such as the total amount of high-quality liquid assets, net cash outflows over a 30-day period, and the calculation of the liquidity coverage ratio must be reported on liquidity coverage ratio disclosure.
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