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%