Guidance

Past version: effective from 21/10/2015 - 20/10/2015
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1. As part of the assessment for the purposes of Rule 9.2.4(1), an Authorised Person should identify significant concentrations within its asset portfolio.
2. For the purposes of Rule 9.2.4(3), an Authorised Person should consider factors including:
a. the term structure of its liabilities;
b. the credit-sensitivity of its liabilities;
c. the mix of secured and unsecured funding;
d. concentrations among its liability providers or related Groups of liability providers;
e. reliance on particular instruments or products;
f. the geographical location of liability providers; and
g. reliance on intra-Group funding.
3. As appropriate, an Authorised Person would be expected to consider the amount of funding required by:
a. commitments given;
b. standby facilities given;
c. wholesale overdraft facilities given;
d. proprietary Derivatives positions; and
e. liquidity facilities given for securitisation transactions.