LCR and NSFR against a 100% requirement. Management information — not a regulatory return unless filed through Reporting. Methodology MERC-IF-07-METH.
This is not operational nostro monitoring
A green threshold on Treasury positions is CS-03 operational liquidity. It does not mean LCR compliance. In this fixture the EUR nostro is above its operational warning threshold while EUR LCR is below the 100% requirement.
275.86%
Numerator (HQLA) 200000.00 GBP / denominator (net outflows) 72500.00 GBP. Requirement 100.00%.
147.06%
Numerator (available stable funding) 1250000.00 GBP / denominator (required stable funding) 850000.00 GBP. Requirement 100.00%.
Classification and haircut are both visible. Unclassified assets are not HQLA.
| Asset | Level | Haircut | Carrying | After haircut |
|---|---|---|---|---|
| hqla-gbp-cb-reserves | Level 1 | 0.00 | 200000.00 GBP | 200000.00 GBP |
Unclassified outflows are treated at 100% and are never excluded.
Available stable funding
Required stable funding
Largest counterparties as a proportion of the GBP deposit book. Opaque identifiers only. Currencies are never summed.