In particular, the stress scenario underlying the liquidity coverage ratio includes an increase in derivative collateral calls and substantial calls on contractual and non-contractual off-balance  7  Again, the precise figure depends on the assumed interaction with the capital requirements.
8  See Annex 3 of the Report of the Macroeconomic Assessment Group, (2010), “Assessing the macroeconomic impact of the transition to stronger capital and liquidity requirements”, August Interim Report, BIS. BIS Review 125/2010  5  sheet exposures, including committed credit and liquidity facilities.