• PRU A10.2.1 PRU A10.2.1

    An Authorised Person must calculate its LCR on an ongoing basis and separately for each significant currency. An Authorised Person must report to the Regulator its aggregate LCR calculation in $USD.

    • Guidance

      A currency is considered significant if the aggregate liabilities denominated in that currency amount to 5% or more of the Authorised Person's total liabilities.