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BNM/RH/GL 001-07

Prudential Financial Policy Department

Breakdown by Behavioural Maturity Profile - Foreign Currency REF: I. CORE (NON-TRADING) BANKING ACTIVITIES

up to 1 wk^

  • >

    1 wk - 1 mth*

INFLOWS (ASSETS) On-Balance Sheet

B1.1 B1.2 B1.3 B1.4 B1.5 B1.6 B1.7 B1.8

Loans :

Non-individuals

Individuals

  • -

    Fixed Term Loans

  • -

    Revolving Loans

  • -

    Overdrafts

  • -

    Others

  • -

    Housing Loans

  • -

    Credit Cards

  • -

    Overdrafts

  • -

    Others

B1.9 B1.10 B1.11

Miscellanous Cash holdings SRR Other assets OUTFLOWS (LIABILITIES) On-Balance Sheet

B1.12 B1.13 B1.14 B1.15 B1.16 B1.17

Deposits :

Non-individuals

Individuals

  • -

    Fixed

  • -

    Savings

  • -

    Current

  • -

    Fixed

  • -

    Savings

  • -

    Current

B1.18 B1.19 B1.20

B1.21 B1.22

Miscellanous Debt securities issued (Subordinated-loans, ICULS,etc) Funds raised through securitisation with recourse Shareholders' funds and other liabilities Off-Balance Sheet Credit and other commitments-with certain cash flows Undrawn loans Others Credit and other commitments - with uncertain cash flows

B1.23 B1.24 B1.25 B1.26 B1.27 B1.28 B1.29 B1.30

Underwriting obligation :

debt

equity

Undrawn OD facilities given Undrawn Margin Financing facilities Undrawn portion of revolving credit facilities given Guarantees/Standby Letter of Credits Undrawn portion of other credit facilities given Net Maturity Mismatch

-

-

REF:

II. TREASURY AND CAPITAL MARKET ACTIVITIES

up to 1 wk^

  • >

    1 wk - 1 mth*

INFLOWS (ASSETS) On-Balance Sheet Interbank lending/deposits Reverse repo Debt securities : Government papers/BNM bills/Cagamas papers B2.1 B2.2 B2.3 B2.4 B2.5 B2.6 B2.7 B2.8 B2.9 Financial institution papers (incl. NIDs) Trade papers (BAs and trade bills) Corporate debts : (govt.-guaranteed) (bank-guaranteed) (non-guaranteed Equities (Proprietary) Brokerage activities B2.10 Amounts Due From: B2.11 B2.12 B2.13 B2.14 B2.15 Margin Clients Non-margin Clients SCANS Other Brokers Other Debtors Client Trusts, Deposits and Refund Money

B2.16 B2.17

Off-Balance Sheet Derivatives(Long RM Positions)- with certain cash flows Foreign exchange contracts receivable (spot/forward/swap) Equity-linked derivative contracts receivable Derivatives(Long RM Positions)- with uncertain cash flows

FX options (delta equiv.) : purchase (bought) written (sold) B2.18 B2.19 B2.20 Other derivatives (delta equiv.) receivable OUTFLOWS (LIABILITIES) On-Balance Sheet Interbank borrowings/deposits Interbank Repos Non-interbank Repos NIDs issued BAs payable Brokerage activities B2.26 Amounts Due To:: B2.27 B2.28 B2.29 B2.30 B2.31 B2.21 B2.22 B2.23 B2.24 B2.25 Margin Clients Non-margin Clients SCANS Other Brokers Other Debtors Client Trusts, Deposits and Refund Money

B2.32 B2.33

Off-Balance Sheet Derivatives(Short RM Positions)- with certain cash flows Foreign exchange contracts payable (spot/forward/swap) Equity-linked derivative contracts payable Derivatives(Short RM Positions)- with uncertain cash flows

B2.34 B2.35 B2.36 B2.37

FX options (delta equiv.) :

purchase (bought) written (sold)

Other derivatives (delta equiv.) payable Net Maturity Mismatch

-

-

Net Total Maturity Mismatch (B1.30 + B2.37)

Note : (1) Round all figures to the nearest RM million (2) All outflows should be reported in brackets ( )

For investment banks

^ up to 3 days

  • *

    4 days - 1 mth

Liquidity Framework

  • >

    1 mth - 3 mths

  • >

    3 - 6 mths

  • >

    6 mths - 1 yr

-

-

-

  • >

    1 mth - 3 mths

  • >

    3 - 6 mths

  • >

    6 mths - 1 yr

-

-

-

  • >

    1 year

  • >

    1 year

-

-

PART 1-F$

Total

Total

- - - - - - - -

- -

- - - - - -

- - - -

- -

- - -

- - - -

- - - - - - - -

- -

- - -

- - - - -

- -

- - - -

Page 15/28

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