S.L.6: Liquidity Coverage Ratio
Refers to the reporting entity’s LCR calculation, as specified in section 10(c) of the LRM Standards. Only reporting entities that are subject to the LCR on a standalone basis per section 1 of the LRM Standards are required to report this product. Report this product as a decimal value, with four points of precision (e.g., an LCR of 105.25% must be reported as 1.0525).