Bank Liquidity and the Global Financial Crisis

Table 2

Liabilities for liquidity testing.

Group		Liabilities	S	Week	Month
		Moneys borrowed from CBs
7	1	Overdrafts payable within one week		100	100
7	2	Other amounts owed	S	100	100
		Debt instruments issued by the bank itself
8	1	Issued debt securities	S	100	100
8	2	Subordinate liabilities	S	100	100
		Deposits and fixed term loans
		Branches and banking subsidiaries not included in the report
9	1	Amounts owed i.r.o securities transactions	S	100	100
9	2	Deposits and other funding—fixed maturity—plus interest payable	S	100	90
		Other counterparties
	1	Amounts owed i.r.o securities transactions	S	100	100
10	2	Deposits and other funding—fixed maturity—plus interest payable	S	100	90
10		Fixed-term savings deposits	S	20	20
		Liabilities i.r.o repo and reverse repo transactions
		Repo transactions (other than with CBs)
11	1	Amounts owed i.r.o bonds	S	100	100
11	2	Amounts owed i.r.o shares	S	100	100
		Securities lending/borrowing transactions
11	1	Negative securities stock on account of securities lending/borrowing transactions		100	100
11	2	Securities to be delivered on account of securities lending/borrowing transactions	S	100	100
		Credit balances and other moneys borrowed with an indefinite effective term
		Branches and banking subsidiaries not included in the report
12	1	Current account balances and other demand deposits		50	100
		Other credit institutions
12	1	Balances on vostro accounts of banks		50	50
12	2	Other demand deposits		50	100
		Other professional money market players
12	1	Demand deposits		50	100
		Savings accounts
13	1	Savings accounts without a fixed term		2.5	10
		Other
13	1	Demand deposits and other liabilities		5	20
13	2	Other amounts due and to be accounted for including the balance of forward transactions and amounts due i.r.o. social and provident funds		5	20
		Official standby facilities
14	1	Official standby facilities granted		100	100
		Liabilities i.r.o. derivatives
14	1	Known liabilities i.r.o derivatives	S	***	***
14	1	Unknown liabilities i.r.o derivatives		***	***
		Other contingent liabilities and irrevocable credit facilities
14	1	Unused irrevocable credit facilities, including underwriting of issues		2.5	10
14	2	Bills accepted	S	100	100
14	3	Credit-substitute guarantees		2.5	10
14	4	Non-credit-substitute guarantees		2.5	10
14	5	Other off-balance sheet liabilities		1.25	5