DBS BANK GROUP
1.1 Average All-Currency LCR for the Quarter ended 30 June 2017
Number of data points: 91
m UNWEIGHTED
1
WEIGHTED VALUE
1
Total high-quality liquid assets HQLA 71,872
2 Retail deposits and deposits from small business customers, of which
180,662 15,045
3 Stable deposits
60,424 3,021
4 Less stable deposits
120,238 12,024
5 Unsecured wholesale funding, of which
131,574 69,665
6 Operational deposits all counterparties and deposits in institutional networks of
cooperative banks 26,018
6,279 7
Non-operational deposits all counterparties 99,812
57,642 8
Unsecured debt 5,744
5,744 9
Secured wholesale funding 153
10
Additional requirements, of which 46,203
9,203
11 Outflows related to derivatives exposures and other collateral requirements
6,974 5,133
12 Outflows related to loss of funding on debt products
- -
13 Credit and liquidity facilities
39,229 4,070
14 Other contractual funding obligations
2,102 1,523
15 Other contingent funding obligations
18,806 564
16 TOTAL CASH OUTFLOWS
96,153
17 Secured lending e.g. reverse repos
3,567 273
18 Inflows from fully performing exposures
65,016 44,899
19
Other cash inflows 6,316
2,908
20
TOTAL CASH INFLOWS 74,899
48,080
21
TOTAL HQLA 71,872
22
TOTAL NET CASH OUTFLOWS 48,073
23
LIQUIDITY COVERAGE RATIO
2
150
1
The unweighted amounts refer to cash flows due or callable within 30 days, with the exception of items in rows 13 and 15 which reflect the full notional balances.
2
The LCR is computed as an average of observations of LCR during the quarter. This may not be equal to an LCR computed with the average values of HQLA and net cash outflows disclosed in the table.
HIGH-QUALITY LIQUID ASSETS CASH OUTFLOWS
CASH INFLOWS
TOTAL ADJUSTED VALUE
B-2
DBS BANK GROUP
1.2 Average SGD LCR for the Quarter ended 30 June 2017
Number of data points: 91
m UNWEIGHTED
1
WEIGHTED VALUE
1
Total high-quality liquid assets HQLA 35,233
2 Retail deposits and deposits from small business customers, of which
125,668 10,142
3 Stable deposits
48,495 2,425
4 Less stable deposits
77,173 7,717
5 Unsecured wholesale funding, of which
24,283 10,063
6 Operational deposits all counterparties and deposits in institutional networks of
cooperative banks 11,495
2,776 7
Non-operational deposits all counterparties 12,753
7,252 8
Unsecured debt 35
35 9
Secured wholesale funding -
10
Additional requirements, of which 20,334
7,094
11 Outflows related to derivatives exposures and other collateral requirements
6,262 6,030
12 Outflows related to loss of funding on debt products
- -
13 Credit and liquidity facilities
14,072 1,064
14 Other contractual funding obligations
509 316
15 Other contingent funding obligations
3,038 91
16 TOTAL CASH OUTFLOWS
27,706
17 Secured lending e.g. reverse repos
675 1
18 Inflows from fully performing exposures
19,426 14,405
19
Other cash inflows 20,446
20,133
20
TOTAL CASH INFLOWS 40,547
34,539
21
TOTAL HQLA 35,233
22
TOTAL NET CASH OUTFLOWS
1
6,927
23
LIQUIDITY COVERAGE RATIO
2
509
1
Total net cash outflows does not equal to the total cash outflows minus total cash inflows as the cap on inflows is binding. Cash inflows may be netted against cash outflows up to an aggregate cap of 75 of total cash outflows.
2
The LCR is computed as an average of observations of LCR during the quarter. This may not be equal to an LCR computed with the average values of HQLA and net cash outflows disclosed in the table.
TOTAL ADJUSTED VALUE HIGH-QUALITY LIQUID ASSETS
CASH OUTFLOWS
CASH INFLOWS
B-3
DBS BANK GROUP
1.3 Liquidity Coverage Ratio
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