(a) coins and banknotes immediately available to meet obligations;
(c) all claims on
(d) trade date receivables arising from sales of financial instruments, foreign currencies and commodities that:
(i) are expected to settle within the standard settlement cycle or period that is customary for the relevant exchange or type of transaction; or
(ii) have failed to, but are still expected to, settle.
|5%||Unencumbered assets included in PIB Rule A9.2.6(2) (Level 1 HQLA), excluding assets receiving a 0%
|10%||Unencumbered loans to financial institutions with residual maturities of less than six months, if the loan is secured against Level 1 HQLA included in PIB Rule A9.2.6, and where the bank has the ability freely to hypothecate the received collateral for the life of the loan.|
All loans to financial institutions with a residual maturity of less than six months, other than those receiving a 10% RSF Factor as specified above.
Unencumbered assets as defined in PIB Rule A9.2.7(2) (Level 2 HQLA).
(a) unencumbered assets included in PIB Rule A9.2.8(2) (Level 2B HQLA), excluding any haircuts required under that
(b) any HQLA as defined in PIB Rules A9.2.6 to A9.2.8 that are encumbered for a period of between six months and less than one year;
(c) all loans to financial institutions and
(d) operational deposits, that is, deposits held at other financial institutions for operational purposes, that are subject to the 50%
(e) all other non-HQLA not included in the above categories that have a residual maturity of less than one year, including loans to non-financial corporate clients, loans to retail customers (i.e. natural persons) and small business customers, and loans to sovereigns and PSEs.
(a) unencumbered residential mortgages with a residual maturity of one year or more that would qualify for a 50% or lower risk weight under PIB Rule 4.12.17; and
(b) other unencumbered loans not included in the above categories, excluding loans to financial institutions, with a residual maturity of one year or more that would qualify for a 50% or lower risk weight under PIB section 4.12 (Risk Weights).
(a) cash, securities or other assets posted as initial margin for derivative contracts or Shari'a compliant hedging contracts and cash or other assets provided to contribute to the default fund of a
(b) other unencumbered performing loans that do not qualify for the 50% or lower risk weight under PIB section 4.12 and have residual maturities of one year or more, excluding loans to financial institutions.
(c) unencumbered securities with a remaining maturity of one year or more and exchange-traded equities, that are not in default and do not qualify as HQLA; and
(d) physical traded commodities, including gold.
(a) all assets that are encumbered for a period of one year or more;
(d) all other assets not included in the above categories, including non-performing loans, loans to financial institutions with a residual maturity of one year or more, non-exchange-traded equities, fixed assets, items deducted from regulatory capital, retained interest, insurance assets, subsidiary interests and defaulted securities;
(e) 20% of derivative liabilities (i.e. negative replacement cost amounts), before deducting variation margin posted; and
(f) 20% of Shari'a compliant hedging liabilities.
|3%||Trade finance related obligations (including guarantees and letters of credit).|
(a) irrevocable and conditionally revocable credit and liquidity facilities to any client; and
(b) unconditionally revocable credit and liquidity facilities.
(a) the following non-contractual obligations:
(i) structured products where customers anticipate ready marketability, such as adjustable rate notes and variable rate notes; and
(ii) managed funds that are marketed with the objective of maintaining a stable value; and
(b) guarantees and letters of credit unrelated to trade finance obligations.
The following non-contractual obligations:
(a) potential requests for debt repurchases of the bank's own debt or that of related conduits, securities investment vehicles and other such financing facilities; and
(b) other non-contractual obligations not mentioned above.