PRU A10.2.18
The following table specifies, for each of the various categories and types of contractual receivables, the rates at which they are expected to flow in for the purpose of the calculation of the LCR:
| Cash Inflows | |
| Item | Factor |
| Maturing secured lending (incl. reverse repos and Securities borrowing), backed by the following as Collateral: | |
|
• Level 1 HQLA
|
0% |
|
• Level 2A HQLA
|
15% |
|
• Level 2B HQLA — eligible RMBS
|
25% |
|
• Level 2B HQLA — Other assets
|
50% |
|
• Margin lending backed by all other Collateral
|
50% |
|
• All other assets
|
100% |
|
• Credit or liquidity facilities provided to the reporting Bank
|
0% |
|
• Operational Deposits held at other Financial Institutions (including Deposits held at centralised institution of network
|
0% |
| Other inflows by Counter party | |
|
• Amounts receivable from retail Counterparties
|
50% |
|
• Amounts receivable from non-financial wholesale Counterparties, from transactions other than those listed in the above inflow categories
|
50% |
|
• Amounts receivable from Financial Institutions and central banks, from transactions other than those listed in the above inflow categories
|
100% |
|
• Net Derivative receivables
|
100% |
|
• Other contractual cash inflows
|
100% |