Monthly LCR Forecast — Configuration

Retail Funding Run-off

Average run-off coefficient applied to new Retail Funding.

Corporate Funding Run-off

Average run-off coefficient applied to new Corporate Funding.

Factoring Inflow Rate

Share of factoring exposures recognised as eligible inflow within the 30 day horizon.

Tax Charge Run-off

Run-off coefficient applied to accrued tax charges.

Inflows Cap

Regulatory cap on eligible inflows, expressed as a share of total outflows.

RAF Limit

Risk Appetite Framework limit used for the Surplus vs RAF Limit indicator.

EW Limit

Early Warning threshold used for the Surplus vs EW Limit indicator.

Expected Level

Internally expected LCR level used for the Surplus vs Expected Level indicator.