PRU 9.3.5
An Authorised Person must calculate its LCR using the following formula and in accordance with the Rules in section A10.2 of App10.
LCR = Value of stock of HQLA / Total Net Cash Outflows over the next 30 calendar days.
An Authorised Person must calculate its LCR using the following formula and in accordance with the Rules in section A10.2 of App10.
LCR = Value of stock of HQLA / Total Net Cash Outflows over the next 30 calendar days.