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 New!

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 FileLCR Sample Output File New!

This spreadsheet shows sample output data and exceptions for the DTCC DataProTM Liquidity Coverage Ratio (LCR) Data Service Service.

Nov 27, 2017
3Liquidity Coverage Ratio (LCR) Data Service User's GuideLiquidity Coverage Ratio (LCR) Data Service User's Guide

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

Sep 26, 2017