PIB A9.2.18

The following table specifies, for each of the various categories and types of contractual receivables, the rates at which they are expected to flow in for the purpose of the calculation of the LCR:

Cash Inflows
Item
Factor
Maturing secured lending (incl. reverse repos and securities borrowing), backed by the following as collateral:

•   Level 1 HQLA

•   Level 2A HQLA

•   Level 2B HQLA - eligible RMBS

•   Level 2B HQLA - Other assets

•   Margin lending backed by all other collateral

•   All other assets

•   Credit or liquidity facilities provided to the reporting Bank

•   Operational deposits or operational accounts held at other financial institutions (including deposits held at centralised institution of network of co-operative banks or operational accounts held at institutions offering Islamic financial services)



0%

15%

25%

50%

50%

100%

0%

0%

Other inflows by counterparty

•   Amounts receivable from retail counterparties

•   Amounts receivable from non-financial wholesale counterparties, from transactions other than those listed in the above inflow categories

•   Amounts receivable from financial institutions and central banks, from transactions other than those listed in the above inflow categories

•   Net derivative receivables

•   Net Shari'a compliant hedging cash inflows

•   Other contractual cash inflows


50%

50%


100%


100%

100%

[Added] DFSA RM148/2014 (Made 1st January 2015). [VER23/01-15]
[Amended] DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]