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BNM/RH/GL 001-07

Prudential Financial Policy Department

Liquidity Framework

Page 19/28

Part 4

Stock of Liquefiable Assets5

(1)

(2)

(3)

(4)

Market

Market

"Forced

value of

value of

Sale"

securities

securities

Discount to

reported in

received

be Applied

books

under

Based on

(excl.

reverse

Yield

securities

repo (excl.

Slippage

repoed out)

securities

(%)

(RM m)

re-repoed

Total Value of Securities After Discount (RM m)

2

Liquefiable Securities

Class-1 liquefiable assets

RM Marketeable securities/papers issued by Federal Government or BNM 6(including papers issued by Khazanah Malaysia)

out) (RM m)

RM Marketeable securities/papers guaranteed by Federal Government or BNM

3

Danaharta bonds7

3

Danamodal bonds8

4

Cagamas bonds and notes (both conventional and Islamic) issued before 4 September 2004

4

RM-denominated bonds issued by Multilateral D e v e l o p m e n t B a n k s o r M u l t i l a t e r a l F i n a n c i a l Institutions 9

6

ABF Malaysia Bond Index Fund10

3

Subtotal – Class-1 liquefiable assets

C l a s s - 2 l i q u e f i a b l e a s s e t s & a v a i l a b l e c r e d i t lines 1 1

5

Short-term rating (P1, P2, MARC1 and MARC2) only apply to papers with remaining maturity less

t h a n 1 y e a r . 6 7 Includes Sukuk Bank Negara Malaysia – Ijarah with effect from 7 February 2006. With effect from 13 November 1998. With effect from 13 November 1998. With effect from 6 October 2004. With effect from 18 July 2005. Institutions should limit the reporting of Class-2 liquefiable assets and undrawn credit lines to not more than 50% of the Class-1 liquefiable assets reported. Any excess liquefiable assets will not qualify and should not be reported here. 8 9 10 11

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