Prudential Financial Policy Department
3.5. Ratio 4: Total net domestic overnight interbank borrowing / Total gross domestic interbank borrowing less overnight domestic interbank
lending Total net overnight borrowing
Total overnight interbank borrowing from the domestic market less total overnight interbank lending to the domestic market.
Total gross domestic interbank
Total interbank borrowing, repos and interbank NIDs
interbank from the
domestic interbank lending
domestic market less overnight interbank
lending to the domestic market.
3.6. Ratio 5: Short term gross domestic interbank borrowing / Short term
domestic total funding
repos and interbank NIDs from the
domestic market with remaining maturity
of up to 1 month.
Short-term domestic total funding
interbank borrowing from domestic residents with remaining maturity of up to 1 month.
Part 4 Return: Stock of liquefiable assets
The amount of Class-2 liquefiable assets (and undrawn formally available credit lines) reported here should not exceed 50% of reported Class-1 liquefiable assets. The balance of excess Class-2 liquefiable assets (if any) will continue to be reported in the maturity ladder set out in Appendix 1 Part 1.
All securities under columns (1) and (2) must be reported at their market values.
To arrive at the total discounted values under column (4), the securities reported under columns (1) and (2) must be further discounted using the yield slippage provided in column (3).