Prudential Financial Policy Department
uncertain drawdown (including Undrawn Margin Financing Facilities but excluding Guarantees/Standby Letter of Credits)
Guarantees/Standby Letter of Credits
Amount to be reported will be based on each banking institution’s expectation of potential call on the guarantees/standby letter of credits.
Brokerage Activities (except SCANS)
70% of amounts as at the reporting date are to be slotted into the up to 3 days bucket. The residual amount is to be slotted into the “4 days to 1 month bucket”.
All amounts are slotted into the “up to 3 days bucket”.
No proprietary equity positions to be placed in the “up to 3 days” and “4 days to 1 month” buckets. Equity positions are to be distributed equally into the remaining buckets.
Balance of all other items
Report according to their contractual maturity.
Applicable to investment banks only. Applicable to investment banks only. Applicable to investment banks only.