Nostro positions by correspondent and currency, against their liquidity thresholds. This is operational liquidity monitoring. It is not the Liquidity Coverage Ratio, not NSFR, and not a regulatory return.
A green operational threshold is not LCR compliance
EUR DEUTDEFF is above its warning threshold here. That does not mean the bank meets its regulatory LCR. See regulatory liquidity — the EUR LCR in the fixture is below the 100% requirement.
Positions breaching
2
1 critical
Positions monitored
3 / 3
All monitored
Currencies
3
Not summed across
Alerts to action
2
Unacknowledged
Balance at alert 42,000.00 USD against threshold 75,000.00 USD
Balance at alert 180,000.00 GBP against threshold 250,000.00 GBP