The DTCC Liquidity Coverage Ratio (LCR) Data Services webcast  provides an overview of the calculation of commercial paper (CP) market exposure that helps market participants determine optimal capital obligations. LCR delivers transparency to firms and provides visibility to CP outstanding, CP maturity dates and the ability to manage cash coverage for CP obligations.

LCR Data Service

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1LCR Sample Bank Input RecordLCR Sample Bank Input Record

This file is sample bank input file for the LCR Data Service. Click  here for more information and documentation about this service.

Dec 14, 2017
2LCR Sample Output File and Exception ReportLCR Sample Output File and Exception Report

This .zip file ontains two samples files for the DTCC DataProTM Liquidity Coverage Ratio (LCR) Data Service Service, both in .CSV format:

  • A sample LCR Output file
  • A sample Exceptions report

After downloading the .zip file, unzip it to open the file of interest.

Dec 18, 2017
3Liquidity Coverage Ratio (LCR) Data Service User's GuideLiquidity Coverage Ratio (LCR) Data Service User's Guide

User's Guide DTCC's DataPro Liquidity Coverage Ratio (LCR) Data Service.

Jan 29, 2018