Section 1

Amount of assets in balance sheet

Required to fill in Form 2?

Total (CSL) 100% 100%

Notes for completion

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Position Bank S$ Equivalent Total Liabilities

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Name of Amount in % of

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($'000) 1

2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

Notes for completion 1.

2.

3.

4.

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Section 4

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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

Paragraph number

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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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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

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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

 

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Section 1A

THE MONETARY AUTHORITY OF SINGAPORE

THE0$6 ACT, CAP. 1 (SECTION  )

Computation of Liquidity Coverage Ratio

 

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Section 1B Part 1

Maintenance Applicable Liquid Liquid Asset

Day Qualifying Liabilities Assets Ratio

S$'000 S$'000

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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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

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THE MONETARY AUTHORITY OF SINGAPORE

THE0$6 ACT, CAP. 1 (SECTION  )

Section 1B Part 3 (SGD)

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문서에서 Proposed Notice on Liquidity Coverage Ratio (“LCR”) and Minimum Liquid Assets (“MLA”) Requirements for Merchant Banks (페이지 59-100)