Download Liquidity Coverage Ratio ( LCR )

Basel III
Annex No. (10)
Part (XIII) - Tables, Forms and Filling Up Instructions
" Thousand Q.R. "
Liquidity Coverage Ratio ( LCR )
BANK:
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
3
Fifteenth Edition
1
1
1
1
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
3
4
4
4
5
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
2
3
4
1
2
3
3
3
3
4
4
4
4
4
5
1
1
1
1
1
1
2
Month:
Numerator
Total Stock of High Quality Liquid Assets LCR
Numerator : Total Stock of High Quality Liquid Assets
Level 1 Assets
Cash
Required Reserves with QCB
Securities issued or Guaranteed by :
State of Qatar
Qatar Central Bank
PSEs in Qatar -Not functioning on commercial basis
Marketable Securities with a 0% RW - Outside Qatar- issued or guaranteed by:
Sovereigns
Central Banks
The Bank of international Settlments , IMF ,Eur Commission & Multilateral Development Banks …..etc.
PSEs -Not functioning on commercial basis
Total Stock of Level 1 Assets
1
2
3
1
2
4
3
1
1
1
1
Level 2 Assets
Marketable securities (20% RW):
Marketable Securities issued or Guaranteed by :
1 Sovereigns & PSEs -Not functioning on commercial basis
2 Central Banks
3 Multilateral Development Banks or any other international inst.
1
2
3
4
5
5
5
5
6
6
6
With Factor
applied
0
100%
100%
100%
0
0
0
0
100%
0
0
0
Marketable Debt Securities issued by Non-financial Corporates (Not related to the bank itself or to financial corporates)
Total Stock of Level 2 Assets
2
Total Stock of Liquid Assets before Adjustments = (1\1\5 (+) 1\2\2 )
Adjustments
Adjusted Level 1
Adjusted Level 2
Total Stock of Liquid Assets after Adjustments = (1\3) - Max[(1\2\2 +1\4\2 ) - 2/3 (1\1\5+1\4\1 )]
Denominator : Net Cash Flows
Total Cash Outflows payable within 30 day period (Unless mentioned otherwise)
1
2
1
1
1
2
2
2
3
3
3
3
3
4
4
4
4
5
5
5
5
5
5
5
5
5
5
5
5
Factor
Amount
1
2
1
2
1
2
3
4
1
2
3
1
2
3
4
5
5
5
5
5
6
7
1
2
3
1
2
1
2
3
4
Retail Deposits [Personal & Small Business]
Current/Savings/Term Deposits up to 30 days
Time Deposits with remaining maturity over 30days
Due to Gov.,Central Banks, Corporates
Deposits from Sovereigns, Central Banks , PSEs & Non-financial Corporates
Deposits from Banks & other Financial Corporates
Secured Funding (Repo)
Secured funding transactions backed by Level 1 Assets (Regardless of the Counterparty)
Secured funding transactions backed by Level 2 Assets (Regardless of the Counterparty)
Secured Funding with State of Qatar /Qatar Central Bank/PSEs , backed by assets that are not in Level 1 or 2 .
All Other secured Funding transactions
Other Liabilities
Net derivatives payable
Liabilities against Asset Backed Commercial Paper
Any other contractual outflow
Contingent Liabilities
Payment Guarantees
Other types of Guarantees
LC,s
Acceptances
Undrawn & committed (Irrevocable) Credit Facilities & Liquidity Facilities :
Undrawn Credit Facilities to Retail [Personal & Small Business]
Undrawn Credit Facilities to Sovereigns, Central banks, PSEs, MDBs & Non-financial Corporates
Undrawn Liquidity Facilities to Sovereigns, Central banks, PSEs, MDBs & Non-financial Corporates
Undrawn Credit & Liquidity Facilities to Banks, Financial Corporates,and other Customers or other Entities.
Hedging Liabilities such as (CDS , TRS ,…. Etc.)
Any other contractual outflow
Cash Inflows (receivable within 30 days)
Installments receivable from performing loans from personal, Non-financial Corporates (private and Public sector)
Due from Banks & Financial Corporates
Due from Sovereigns & Central Banks
Net derivatives receivable
Reverse Repo
Securities borrowing agreements secured by Level 1 Assets
Securities borrowing agreements secured by Level 2 Assets
Securities borrowing agreements secured by non Level1 and Level 2 Assets .
Off Balance sheet Commitments
Undrawn & committed (Irrevocable) Credit Facilities & Liquidity Facilities from Banks & Financial Corporates
Undrawn & committed (Irrevocable) Credit Facilities & Liquidity Facilities from Central Banks
Total cash inflows, 75% of total cash outflows (2\1)
Net cash outflows = (2\1 - 2\3 )
LCR = (1/5 ) \ ( 2/4 ) (Target Ratio ≥ 100%)
618
85%
0
85%
0
0
0
100%
85%
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
10%
3%
0
75%
100%
0
0%
15%
25%
100%
0
100%
100%
100%
0
100%
20%
100%
100%
0
5%
10%
100%
100%
40%
100%
50%
100%
100%
100%
0
0%
15%
100%
0
100%
100%
%
#DIV/0!
September 2013