Directives, definitions and interpretations for completion of monthly return concerning liquidity risk (Form BA 300) |
Subregulation (8) Matters relating to a bank's contractual balance sheet position
Subregulation (9) Matters relating to a bank's business as usual balance sheet mismatch
Subregulation (10) Matters relating to a bank-specific stress mismatch
Subregulation (11) Matters related to potential concentration of funding
Subregulation (12) Matters related to the calculation of a bank's liquidity coverage ratio (LCR)
Subregulation (13) Available sources of stress funding and related matters
Subregulation (14) Matters related to the calculation of a bank's net stable funding ratio)
Subregulation (15) Matters relating to a bank's foreign exchange contractual maturity ladder