Liquidity Coverage Ratio Service

DTCC’s Liquidity Coverage Ratio (LCR) Service provides a calculation of commercial paper (CP) market exposure that helps market participants determine optimal capital obligations.

DTCC’s Liquidity Coverage Ratio (LCR) Service provides a precise profile of a firm’s coverage obligation for the firm’s daily CP portfolio. Data is in a daily, start-of-day CSV file. The service delivers transparency to firms and provides visibility to CP outstanding and CP maturity dates, enabling firms to manage cash coverage for their CP obligations with heightened. While meeting today’s more-stringent regulatory mandates, market participants actively trading or holding CP (including firms’ Money Market Trading Desks and Treasury Groups) seek cost-efficient ways to enhance visibility into the obligations for the CP for which they provide loan commitments.

Documentation

Liquidity Coverage Ratio (LCR) Service User's Guide

User's Guide for the Liquidity Coverage Ratio (LCR) Service.
Modified 14 January 2020

 

Video

Liquidity Coverage Ratio Data Service

Liquidity Coverage Ratio (LCR) Service User's Guide

User's Guide for the Liquidity Coverage Ratio (LCR) Service.
January 14, 2020

Liquidity Coverage Ratio Data Service

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Liquidity Coverage Ratio Data Service New User Training

In this overview you will learn how the LCR Data Service can help guide you to optimize your current liquidity requirement.
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