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BNM/RH/GL 001-07

Prudential Financial Policy Department

Liquidity Framework

Page 27/28

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)

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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”.

SCANS19

All amounts are slotted into the “up to 3 days bucket”.

Equities (Proprietary)20

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.

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19

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Applicable to investment banks only. Applicable to investment banks only. Applicable to investment banks only.

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