The bank must compute total net cash outflows as expected outflows minus expected inflows over the next 30 calendar days, applying the prescribed run-off and inflow rates, with inflows capped at 75% of total outflows so that HQLA always cover at least 25% of outflows (LCR40.1, LCR40.77). No item may be double counted between the numerator and denominator (LCR40.4). Retail and small business deposits carry minimum run-offs of 5% for stable deposits (3% where the deposit insurance scheme meets extra criteria) and at least 10% for less stable deposits; unidentifiable deposits go to less stable buckets (LCR40.6 to LCR40.14, LCR40.22). Operational deposits receive 25%, non-financial corporate, sovereign, central bank, MDB and PSE funding 40% (20% if fully insured), and other legal entity funding 100% (LCR40.25, LCR40.40 to LCR40.42). Secured funding run-offs range from 0% for Level 1 collateral to 100% for other collateral (LCR40.48). Undrawn committed facilities are drawn at 5% for retail and small business, 10% or 30% for corporate credit or liquidity lines, 40% for banks and other financial credit lines, and 100% for other financial liquidity lines and other legal entities (LCR40.64). Only contractual inflows from fully performing exposures count; contingent inflows are excluded (LCR40.75). Wholesale inflows are 100% from financial institutions and central banks and 50% from others (LCR40.87). Inflow concentration must be monitored (LCR40.76).
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.