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BNM/RH/GL 001-07

Prudential Financial Policy Department

Liquidity Framework

Page 24/28

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

borrowing

less

overnight

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

Short-term

gross

domestic Total

interbank

borrowing,

interbank

interbank borrowing

repos and interbank NIDs from the

domestic market with remaining maturity

of up to 1 month.

Short-term domestic total funding

All deposits,

repos and

NIDs,

and

interbank borrowing from domestic residents with remaining maturity of up to 1 month.

  • 4.

    Part 4 Return: Stock of liquefiable assets

    • 4.1.

      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.

    • 4.2.

      All securities under columns (1) and (2) must be reported at their market values.

    • 4.3.

      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).

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