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Regulatory Data | Regulatory and Tax Reference

Basel Liquidity Coverage Ratio (HQLA)

Regulatory reference dataset for Basel LCR HQLA classification and liquidity coverage analysis.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for Basel Liquidity Coverage Ratio (HQLA)

Coverage metric

Geography:
EMEA
History:
Data available from 2023
Coverage count:
Asset Classes - 3,000,000+ Instruments
Asset Class
Preference Shares, Bond & STIR Futures & Options, Loans, Interest Rate Derivatives, Bond Repos, Bonds, Mortgage-Backed Securities, Fixed Income, Securitised Products, Depositary Shares, Credit Derivatives, Bond Spreads

Delivery metadata

Data Frequency
Irregular
Language
English (United Kingdom)
Delivery methods:
Excel, Deployed/Onsite Servers, API, Web Service, SFTP, Cloud, Desktop, FTP, Bulk, Website
Data formats:
CSV, GZIP, JSON, Delimited, Text, Bitmap, PCAP, Zip Archive, PDF, XML, Python, HTML, MPEG, User Interface
Minimum service frequency
Irregular

Overview of Basel Liquidity Coverage Ratio (HQLA)

CONSISTENT LIQUIDITY TREATMENT

Strengthen Liquidity Risk Oversight

  1. Classify liquid assets consistently across regulatory frameworks
  2. Improve transparency in liquidity reporting and calculations
  3. Support treasury, risk and regulatory reporting workflows
HQLA ELIGIBILITY REFERENCE DATA

Basel Liquidity Classification Data

  1. Regulatory reference data covering 3M+ instruments for HQLA assessment
  2. Includes eligibility, haircuts, caps and regulatory classifications
  3. Supports Basel LCR analysis across asset types and jurisdictions
MAPPED TO REGULATORY PARAMETERS

Built for LCR Reporting Workflows

  1. Links instruments to HQLA categories and supervisory rules
  2. Supports auditability and comparability of liquidity measures
  3. Aligns portfolios with evolving Basel liquidity requirements

Description of the dataset

  • LSEG delivers regulatory reference data that supports calculation and reporting of the Basel Liquidity Coverage Ratio. We help treasury, risk and regulatory reporting teams classify High-Quality Liquid Assets consistently under Basel and local supervisory frameworks.
  • Our Basel LCR HQLA content identifies asset eligibility, regulatory categories, applicable haircuts, caps and treatment by asset type and jurisdiction. We structure these attributes to support controlled interpretation of HQLA value, liquidity classification and reporting treatment.
  • LSEG maps HQLA classifications to instrument identifiers, regulatory rules and supervisory parameters. We enable firms to connect portfolio holdings with the reference data required for consistent LCR measurement.
  • Our regulatory reference approach supports auditability, comparability and operational control across liquidity risk workflows. We help customers align internal liquidity calculations with evolving regulatory requirements and reporting standards.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Tick History
Historical tick data service providing intraday trades, quotes and market-depth data dating back to 1996. Covering OTC and exchange-traded instruments across hundreds of global venues, Tick History delivers cleaned, structured and normalised data using RIC symbology and LSEG's data model to support consistent analysis across workflows. Access historical market data via web applications, APIs, cloud-based query services or scalable file delivery, with support for on-premises, cloud and hybrid deployment models.
  • Data formats:
    • GZIP, XML, JSON, CSV, SQL, Text, Metafile Picture, Python, Bitmap, User Interface
  • Delivery methods:
    • Excel, API, Cloud, Desktop, FTP, SQL, Website
  • Minimum service frequency:
    • Real‑Time
  • Service Frequency Description:
    • Continuous, Continuous And End Of Day, Daily, Daily Updates, End Of Day, Intraday, Intraday Snapshot, Monthly, Most Of The Records In This Service Updates Real-Time, On Demand, Once A Day, Real Time, Real Time Delayed, Real-Time, Real-Time And End Of Day, Streaming, Weekly

All categories

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