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DTCC Data Services | Regulatory Compliance data services deliver a number of configurable data solutions designed to help firms access information they need to comply with a number of global regulatory initiatives including Basel III and Office of the Comptroller of the Currency (OCC) 5% rules.



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.

Documentation

LCR Data Service

#NameDescriptionAdded On
1LCR Sample Bank Input RecordLCR Sample Bank Input Record

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 File and Exception ReportLCR Sample Output File and Exception Report

This .zip file contains two samples files for the Liquidity Coverage Ratio (LCR) Data Service Service, both in .CSV format:

  • A sample LCR Output file
  • A sample Exceptions report

After downloading the .zip file, unzip it to open the file of interest.

Dec 18, 2017
3Liquidity Coverage Ratio (LCR) Data Service User's GuideLiquidity Coverage Ratio (LCR) Data Service User's Guide

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

May 02, 2018
 

Video

 

DTCC’s Post-Trade Critical Markets Report provides firm-specific and market-aggregate data on transaction activity in critical markets as defined in the Interagency Paper on Sound Practices to Strengthen the Resilience of the U.S. Financial System.

 

Post Trade Critical Markets Report

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1Post Trade Critical Markets Report File SpecificationPost Trade Critical Markets Report File Specification

The file specifications contains a daily summary sample report, a monthly summary sample report, and a file data dictionary.

Apr 20, 2018

To learn about this DTCC Data Services offering, please visit:  Post-Trade Critical Markets Report page on dtccdata.com


 

 


  • Liquidity Coverage Ratio (LCR) Data Service User's Guide

    User's Guide for the Liquidity Coverage Ratio (LCR) Data Service. ...
    In LCR Data Service Downloads: 1393

  • Post Trade Critical Markets Report File Specification

    The file specifications contains a daily summary sample report, a monthly summary sample report, and ...
    In Post Trade Critical Markets Report Downloads: 1310

  • LCR Sample Output File and Exception Report

    This .zip file contains two samples files for the Liquidity Coverage Ratio (LCR) Data Service Servic ...
    In LCR Data Service Downloads: 1617

  • LCR Sample Bank Input Record

    This file is sample bank input file for the LCR Data Service. Click here for more information and do ...
    In LCR Data Service Downloads: 1166


The DTCC Liquidity Coverage Ratio (LCR) Data Services webcast will provide an overview of the calculation of...

Category: Regulatory Compliance
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