(B) Definition and practical application of the metric (LCR, Basel III)

Definition

Contractual cash and security inflows and outflows from all on- and off-balance sheet items, mapped to defined time bands based on their respective maturities.

Paragraphs 178-183

Related terms:

Parent term:

I. Contractual maturity mismatch (LCR, Basel III)

Children terms:

178. Means and frequency of cash flow reporting (LCR, Basel III)
179. Minimum requirements for contractual maturity mismatch metric (LCR, Basel III)
(1) Contractual cashflow assumptions (LCR, Basel III)

Sibling terms:

(A) Objective (LCR, Basel III)
(C) Utilisation of the metric (LCR, Basel III)