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BNM/RH/GL 001-07

Prudential Financial Policy Department

Breakdown by Pure Contractual Maturity Profile - Ringgit REF: I. CORE (NON-TRADING) BANKING ACTIVITIES

up to 1 wk^

  • >

    1 wk - 1 mth*

INFLOWS (ASSETS) On-Balance Sheet

A1.1 A1.2 A1.3 A1.4 A1.5 A1.6 A1.7 A1.8

Loans :

Non-individuals

Individuals

  • -

    Fixed Term Loans

  • -

    Revolving Loans

  • -

    Overdrafts

  • -

    Others

  • -

    Housing Loans

  • -

    Credit Cards

  • -

    Overdrafts

  • -

    Others

A1.9 A1.10 A1.11

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

A1.12 A1.13 A1.14 A1.15 A1.16 A1.17

Deposits :

Non-individuals

Individuals

  • -

    Fixed

  • -

    Savings

  • -

    Current

  • -

    Fixed

  • -

    Savings

  • -

    Current

A1.18 A1.19 A1.20

A1.21 A1.22

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

A1.23 A1.24 A1.25 A1.26 A1.27 A1.28 A1.29 A1.30

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 A2.1 A2.2 A2.3 A2.4 A2.5 A2.6 A2.7 A2.8 A2.9 Financial institution papers (incl. NIDs) Trade papers (BAs and trade bills) Corporate debts : (govt.-guaranteed) (bank-guaranteed) (non-guaranteed Equities (Proprietary) Brokerage activities A2.10 Amounts Due From: A2.11 A2.12 A2.13 A2.14 A2.15 Margin Clients Non-margin Clients SCANS Other Brokers Other Debtors Client Trusts, Deposits and Refund Money

A2.16 A2.17

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) A2.18 A2.19 A2.20 Other derivatives (delta equiv.) receivable OUTFLOWS (LIABILITIES) On-Balance Sheet Interbank borrowings/deposits Interbank Repos Non-interbank Repos NIDs issued BAs payable Brokerage activities A2.26 Amounts Due To:: A2.27 A2.28 A2.29 A2.30 A2.31 A2.21 A2.22 A2.23 A2.24 A2.25 Margin Clients Non-margin Clients SCANS Other Brokers Other Debtors Client Trusts, Deposits and Refund Money

A2.32 A2.33

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

A2.34 A2.35 A2.36 A2.37

FX options (delta equiv.) :

purchase (bought) written (sold)

Other derivatives (delta equiv.) payable Net Maturity Mismatch

Net Total Maturity Mismatch (A1.30 + A2.37)

-

-

-

-

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

PART 2-RM

  • >

    1 mth - 3 mths

  • >

    3 - 6 mths

  • >

    6 mths - 1 yr

  • >

    1 year

Total

- - - - - - - -

- -

- - - - - -

- - - -

- -

- - -

-

-

-

-

- - - -

  • >

    1 mth - 3 mths

  • >

    3 - 6 mths

  • >

    6 mths - 1 yr

  • >

    1 year

Total

- - - - - - - -

- -

- - -

- - - - -

-

-

-

-

-

-

-

-

-

-

- -

- - -

Page 16/28

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