Basel III Computation of Liquidity Coverage Ratio – All Currencies
BANK | Amount (LKR ’000) | |||
Item | 31 December 2020 | 31 December 2019 | ||
Total unweighted value |
Total weighted value |
Total unweighted value |
Total weighted value |
|
Total Stock of High-Quality Liquid Assets (HQLA) | 97,633,888 | 97,078,314 | 69,787,641 | 69,287,520 |
Total Adjusted Level 1A Assets | 96,522,740 | 96,522,740 | 68,787,399 | 68,787,399 |
Level 1 Assets | 96,522,740 | 96,522,740 | 68,787,399 | 68,787,399 |
Total Adjusted Level 2A Assets | – | – | – | – |
Level 2A Assets | – | – | – | – |
Total Adjusted Level 2B Assets | 1,111,148 | 555,574 | 1,000,242 | 500,121 |
Level 2B Assets | 1,111,148 | 555,574 | 1,000,242 | 500,121 |
Total cash outflows | 444,130,094 | 85,180,176 | 371,758,700 | 70,252,115 |
Deposits | 193,543,598 | 17,022,136 | 147,120,309 | 12,580,009 |
Unsecured wholesale funding | 117,377,619 | 59,918,367 | 103,187,321 | 49,175,375 |
Secured funding transactions | 4,208,587 | – | 9,512,615 | – |
Undrawn portion of committed (irrevocable) facilities and other contingent funding obligations |
125,612,895 | 4,852,278 | 109,145,071 | 5,703,347 |
Additional requirements | 3,387,395 | 3,387,395 | 2,793,384 | 2,793,384 |
Total cash inflows | 56,689,326 | 37,695,671 | 32,247,053 | 20,948,383 |
Maturing secured lending transactions backed by collateral | 14,053,020 | 9,656,405 | 11,019,081 | 10,864,930 |
Committed facilities | 1,000,000 | 1,000,000 | – | |
Other inflows by counterparty which are maturing within 30 days |
37,772,765 | 26,597,052 | 17,265,465 | 8,722,163 |
Operational deposits | 1,679,982 | 871,364 | – | |
Other cash inflows | 2,183,559 | 1,442,214 | 2,091,143 | 1,361,290 |
Liquidity Coverage Ratio (%) (Stock of High-Quality Liquid Assets/Total Net Cash Outflows over the Next 30 Calendar Days)* 100 | 204.44 | 140.53 |