LAPORAN LCR DES 2015 WEBSITE
LIQUIDITY COVERAGE RATIO (LCR)
PT BANK TABUNGAN NEGARA (PERSERO) Tbk
POSISI 31 DESEMBER 2015
(In Million Rp)
a
TOTAL UNWEIGHTED
VALUE
TOTAL WEIGHTEDb VALUE
HIGH-QUALITY LIQUID ASSETS
1
11,268,588
Total high-quality liquid assets (HQLA)
CASH OUTFLOWS
2
Retail deposits and deposits from small business customer, of which:
33,581,002
2,146,193
3
4
5
6
Stable deposits
Less stable deposits
Unsecure wholesale funding, of which:
Operational deposits (all counterparties) and deposits in networks of
cooperative banks
Non-operational deposits (all counterparties)
Unsecured debt
Secured wholesale funding
Additional requirements, of which:
Outflows related to derivatives exposures and other collateral
requirements
Outflows related to loss of funding on debt products
Credit and liquidity facilities
Other contractual funding obligations
Other contingent funding obligations
22,685,911
10,895,091
40,693,372
8,094,820
1,056,684
1,089,509
15,628,670
1,377,813
30,005,743
2,592,809
11,658,048
2,592,809
-
-
-
-
-
686,120
-
67,354
17,842,217
4,080,387
97,401
4,177,788
2,454,658
97,401
2,552,060
7
8
9
10
11
12
13
14
15
16 TOTAL CASH OUTFLOWS
CASH INFLOW
17
18
19
20
Secured lending (reverse repos)
Inflows from fully performing exposures
Other cash inflows
TOTAL CASH INFLOWS
21 TOTAL HQLA
22 TOTAL NET CASH OUTFLOW
23 LIQUIDITY COVERAGE RATIO (%)
11,268,588
15,290,157
73.70%
a.
b.
Unweighted values must be calculated as outstanding balances maturing or callable within 30 days (for inflows and outflows)
Weighted values must be calculate after the application of respective haircuts (for HQLA) or inflows and outflows rates (for inflows and outflows)
c.
Adjusted values must be calculated after the application of both (i) haircuts and inflows and outflows rates and (ii) any applicable caps (ie cap on
Level 2B and Level 2 assets for HQLA and cap on inflows).
PT BANK TABUNGAN NEGARA (PERSERO) Tbk
POSISI 31 DESEMBER 2015
(In Million Rp)
a
TOTAL UNWEIGHTED
VALUE
TOTAL WEIGHTEDb VALUE
HIGH-QUALITY LIQUID ASSETS
1
11,268,588
Total high-quality liquid assets (HQLA)
CASH OUTFLOWS
2
Retail deposits and deposits from small business customer, of which:
33,581,002
2,146,193
3
4
5
6
Stable deposits
Less stable deposits
Unsecure wholesale funding, of which:
Operational deposits (all counterparties) and deposits in networks of
cooperative banks
Non-operational deposits (all counterparties)
Unsecured debt
Secured wholesale funding
Additional requirements, of which:
Outflows related to derivatives exposures and other collateral
requirements
Outflows related to loss of funding on debt products
Credit and liquidity facilities
Other contractual funding obligations
Other contingent funding obligations
22,685,911
10,895,091
40,693,372
8,094,820
1,056,684
1,089,509
15,628,670
1,377,813
30,005,743
2,592,809
11,658,048
2,592,809
-
-
-
-
-
686,120
-
67,354
17,842,217
4,080,387
97,401
4,177,788
2,454,658
97,401
2,552,060
7
8
9
10
11
12
13
14
15
16 TOTAL CASH OUTFLOWS
CASH INFLOW
17
18
19
20
Secured lending (reverse repos)
Inflows from fully performing exposures
Other cash inflows
TOTAL CASH INFLOWS
21 TOTAL HQLA
22 TOTAL NET CASH OUTFLOW
23 LIQUIDITY COVERAGE RATIO (%)
11,268,588
15,290,157
73.70%
a.
b.
Unweighted values must be calculated as outstanding balances maturing or callable within 30 days (for inflows and outflows)
Weighted values must be calculate after the application of respective haircuts (for HQLA) or inflows and outflows rates (for inflows and outflows)
c.
Adjusted values must be calculated after the application of both (i) haircuts and inflows and outflows rates and (ii) any applicable caps (ie cap on
Level 2B and Level 2 assets for HQLA and cap on inflows).