Section 1
Amount of assets in balance sheet
Required to fill in Form 2?
Total (CSL) 100% 100%
Notes for completion
Assets and Liabilities by Currency
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Related to Amount in % of
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THE MONETARY AUTHORITY OF SINGAPORE THE0$6 ACT, CAP. 1 (SECTION
List of validation rules
Form/Section Validation rule Description All sections with
lists
The list must be filled from top to bottom, with no gaps in between.
Form 1 Sections 2 to 4
The lists must be filled in descending order of size Form 2 Section 1
(A and B)
All fields must be positive Negative values are not expected for cashflows.
Form 2 Section 1A Section “Level 1 Assets”, item 1(b), the amount of central bank reserves that can be used in stress must be less than or equal to the total amount of central bank reserves
Plausibility check.
Form 2 Section 1A All subsections referring to
eligible liquid assets in the context of the different classes of assets should be less than or equal to the total amount of that asset
As an example, in Item 6(f)(i) of the section “Cash outflows”, the amount received as part of a secured borrowing transaction that is backed by Level 1 assets should be more than or equal to the amount received as part of a secured borrowing transaction that is backed by eligible Level 1 liquid assets.
Form 2 Sections 2 and 4
Cashflows from assets are expected to be positive (i.e.
inflows), while cashflows from liabilities are expected to be negative (i.e. outflows). While negative values in inflows are allowed and vice versa, if the number of cells with negative values in inflows or assets (and vice versa) exceed more than 50% of the cells, an error message will be triggered.
Section 1A
Reporting LCR Adjusted stock of Net Cash Outflows
Day High Quality Liquid Assets
($'000) ($'000)
A) LCR by maintenance day
THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1 (SECTION)
Computation of Liquidity Coverage Ratio
Section 1A
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THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1 (SECTION)
Computation of Liquidity Coverage Ratio
Section 1A
THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1 (SECTION)
Computation of Liquidity Coverage Ratio
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Section 1A
THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1 (SECTION )
Computation of Liquidity Coverage Ratio
$VDWFORVHRIEXVLQHVVRQ
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THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1 (SECTION)
Computation of Liquidity Coverage Ratio
$VDWFORVHRIEXVLQHVVRQ
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THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1 (SECTION6 )
Computation of Liquidity Coverage Ratio
Section 1A
THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1 (SECTION)
Computation of Liquidity Coverage Ratio
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Section 1A
THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1 (SECTION)
Computation of Liquidity Coverage Ratio
$VDWFORVHRIEXVLQHVVRQ
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Section 1A
THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1 (SECTION)
Computation of Liquidity Coverage Ratio
$VDWFORVHRIEXVLQHVVRQ
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Section 1B Part 1
Maintenance Applicable Liquid Liquid Asset
Day Qualifying Liabilities Assets Ratio
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THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1 (SECTION)
Minimum Liquid Assets Requirements
Section 1B Part 2
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THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1 (SECTION)
Computation of Qualifying Liabilities
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Section1B Part 3 (All currency)
THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1(SECTION)
All currency/iquid Assets
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Section1B Part 3 (All currency)
THE MONETARY AUTHORITY OF SINGAPORE
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All currency/iquid Assets
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Tier 2
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Section1B Part 3 (All currency)
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Section1B Part 3 (All currency)
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Total Liquid Assets
Notes for completion
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Tier 1 Subtotal
THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1(SECTION)
Section 1B Part 3 (SGD)
SGD Liquid Assets
$VDWFORVHRIEXVLQHVVRQ
6¶
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THE MONETARY AUTHORITY OF SINGAPORE
THE0$6 ACT, CAP. 1 (SECTION)
Section 1B Part 3 (SGD)
SGD Liquid Assets
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Tier 2
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