medium · FRM Part 2 Liquidity & Treasury Risk
A bank calculates its Liquidity Coverage Ratio (LCR). It holds $150 m in Level 1 High-Quality Liquid Assets (HQLA) and $100 m in Level 2A assets (after a 15% haircut).
If total net cash outflows over the next 30 days are $200 m, what is the LCR?
- 75%
- 100%
- 115%
- 125%
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