Discrepancy Report

Q2 2026 · LCR/NSFR Rule Violations · OSFI Submission Cycle · 2026-06-08

TOTAL FLAGS · ALL SEVERITIES

Across 8 datasets · Q2 2026 cycle

CRITICAL FLAGS · BLOCKING

Require remediation before export

OPEN FLAGS · UNRESOLVED

19 open · 8 under review · 0 escalated

REMEDIATION RATE · THIS CYCLE

68.4%

42 of 61 flags resolved · +12.1% vs prior

18 flags·Page 1 of 2

Severity

Asset Class

Status

Category

RECORD ID	ASSET CLASS	RULE ID	RULE NAME	SEVERITY	FIELD	EXPECTED	ACTUAL	DELTA	STATUS	ANALYST
REC-20260608-041200	Securities	LCR-HQLA-001	HQLA Level Classification	Critical	hqla_level_classification	Level 2B	Level 1	+$4.2M HQLA overstatement	OPEN	M. Okonkwo
REC-20260608-033401	Credit Cards	LCR-RUNOFF-007	Credit Facility Drawdown Rate	Critical	runoff_rate_retail	5.00%	7.50%	+2.50% overrun	OPEN	M. Okonkwo
REC-20260607-021803	Derivatives	LCR-CASHOUT-003	Derivative Cash Outflow	Critical	net_cash_outflow_30d	$23.4M	$11.6M	-$11.8M understatement	UNDER REVIEW	S. Bhattacharya
REC-20260607-021844	Derivatives	NSFR-ASF-004	Derivative Liability ASF	Critical	asf_weight_factor	50%	0%	-50% weight missing	OPEN	S. Bhattacharya
REC-20260608-043012	Securities	LCR-HQLA-002	Encumbrance Check	Critical	encumbrance_flag	false	true	Encumbered asset in HQLA pool	UNDER REVIEW	P. Nair
REC-20260608-033618	Credit Cards	LCR-CASHOUT-011	Credit Facility Drawdown Rate	Critical	credit_facility_drawdown	10%	5%	-5% underrun	OPEN	P. Nair
REC-20260607-021991	Derivatives	LCR-CASHOUT-002	Wholesale Funding Run-off	Critical	wholesale_runoff_rate	25%	10%	-15% underrun	ESCALATED	S. Bhattacharya
REC-20260608-033890	Credit Cards	LCR-HQLA-001	HQLA Level Classification	Critical	hqla_level_classification	Not HQLA	Level 2B	Ineligible asset in HQLA pool	OPEN	P. Nair
REC-20260607-021330	Derivatives	NSFR-RATIO-001	NSFR Minimum Ratio Check	Critical	nsfr_ratio	≥100%	97.3%	-2.7% below minimum	ESCALATED	S. Bhattacharya
REC-20260607-041188	Securities	LCR-HQLA-003	HQLA Haircut Application	Warning	hqla_haircut_factor	15%	0%	-15% haircut missing	REMEDIATED	M. Okonkwo

Rows per page:

1–10 of 18