data WORK.STCK_HQLA; infile datalines dsd truncover; input S.NO:BEST. ReportingDate:WORDDATX20. Report Identification:$82. LCR_BLR_01_Category:$17. Description:$385. Amount_OR_MarketValue:$7. Roll_OverOfInflows:BEST. ExcessOutflows:BEST. I:$1.; format S.NO BEST. ReportingDate WORDDATX20. Roll_OverOfInflows BEST. ExcessOutflows BEST.; label S.NO="S.NO" ReportingDate="ReportingDate" Report Identification="Report Identification" LCR_BLR_01_Category="LCR-BLR-01-Category" Description="Description" Amount_OR_MarketValue="Amount_OR_MarketValue" Roll_OverOfInflows="MarketValue/Roll-OverOfInflows" ExcessOutflows="ExcessOutflows" I="I"; datalines4; 1,31 December 2021,,,LCR/A/1A/1/1,a) Level 1 Assets - 1. Coins and banknotes,100,,, 2,31 December 2021,,,LCR/A/1A/2/1,a) Level 1 Assets - 1. Total central bank reserves; of which: part of central bank reserves that can be drawn in times of stress,100,,, 3,31 December 2021,,,LCR/A/1A/3/1,a) Level 1 Assets - 3. Securities with a 0% risk weight: - issued by sovereigns,100,,, 4,31 December 2021,,,LCR/A/1A/3/2,a) Level 1 Assets - 3. Securities with a 0% risk weight: -guaranteed by sovereigns,100,,, 5,31 December 2021,,,LCR/A/1A/3/3,a) Level 1 Assets - 3. Securities with a 0% risk weight: -issued or guaranteed by central banks,100,,, 6,31 December 2021,,,LCR/A/1A/3/4,a) Level 1 Assets - 3. Securities with a 0% risk weight:- issued or guaranteed by PSEs,100,,, 7,31 December 2021,,,LCR/A/1A/3/5,"a) Level 1 Assets - 3. Securities with a 0% risk weight: - issued or guaranteed by BIS, IMF, ECB and European Community, or MDBs",100,,, 8,31 December 2021,,,LCR/A/1A/4/1,a) Level 1 Assets - 4. For non-0% risk-weighted sovereigns: -sovereign or central bank debt securities issued in domestic currencies by the sovereign or central bank in the country in which the liquidity risk is being taken or in the bank’s home country,100,,, 9,31 December 2021,,,LCR/A/1A/4/2,"a) Level 1 Assets - 4. For non-0% risk-weighted sovereigns: -domestic sovereign or central bank debt securities issued in foreign currencies, up to the amount of the bank’s stressed net cash outflows in that specific foreign currency stemming from the bank’s operations in the jurisdiction where the bank’s liquidity risk is being taken",100,,, 10,31 December 2021,,,LCR/A/2A/7/1,b) Level 2A Assets - 7. Securities with a 20% risk weight: -issued by sovereigns,100,,, 11,31 December 2021,,,LCR/A/2A/7/2,b) Level 2A Assets - 7. Securities with a 20% risk weight: -guaranteed by sovereigns,100,,, 12,31 December 2021,,,LCR/A/2A/7/3,b) Level 2A Assets - 7. Securities with a 20% risk weight: -issued or guaranteed by central banks,100,,, 13,31 December 2021,,,LCR/A/2A/7/4,b) Level 2A Assets - 7. Securities with a 20% risk weight: -issued or guaranteed by PSEs,100,,, 14,31 December 2021,,,LCR/A/2A/7/5,b) Level 2A Assets - 7. Securities with a 20% risk weight: -issued or guaranteed by MDBs,100,,, 15,31 December 2021,,,LCR/A/2A/7/6,"b) Level 2A Assets - 7. Securities with a 20% risk weight: -Non-financial corporate bonds, rated AA- or better",100,,, 16,31 December 2021,,,LCR/A/2A/7/7,"b) Level 2A Assets - 7. Securities with a 20% risk weight: -Covered bonds, not self-issued, rated AA- or better",100,,, 17,31 December 2021,,,LCR/A/2B/10,"c) Level 2B Assets - Residential mortgage-backed securities (RMBS), rated AA or better",1000,,, 18,31 December 2021,,,LCR/A/2B/11,"c) Level 2B Assets - Non-financial corporate bonds, rated BBB- to A+",100,,, 19,31 December 2021,,,LCR/A/2B/12,c) Level 2B Assets - Non-financial common equity shares,100,,, 20,31 December 2021,,,LCR/L/1/1/1/1/1,1) Cash Outflows -Total retail deposits; of which: -Insured deposits; of which: -in transactional accounts; of which:-eligible for a 3% run-off rate; of which:-are in the reporting bank's home jurisdiction,100,,, 21,31 December 2021,,,LCR/L/1/1/1/1/2,1) Cash Outflows -Total retail deposits; of which: -Insured deposits; of which: -in transactional accounts; of which:-eligible for a 3% run-off rate; of which:-are not in the reporting bank's home jurisdiction,100,,, 22,31 December 2021,,,LCR/L/1/1/1/2/1,1) Cash Outflows -Total retail deposits; of which: -Insured deposits; of which: -in transactional accounts; of which:-eligible for a 5% run-off rate; of which:-are in the reporting bank's home jurisdiction,100,,, 23,31 December 2021,,,LCR/L/1/1/1/2/2,1) Cash Outflows -Total retail deposits; of which: -Insured deposits; of which: -in transactional accounts; of which:-eligible for a 5% run-off rate; of which:-are not in the reporting bank's home jurisdiction,100,,, 24,31 December 2021,,,LCR/L/1/1/2/1/1,1) Cash Outflows -Total retail deposits; of which: -Insured deposits; of which: -in non-transactional accounts with established relationships that make deposit withdrawal highly unlikely; of which:-eligible for a 3% run-off rate; of which:-are in the reporting bank's home jurisdiction,100,,, 25,31 December 2021,,,LCR/L/1/1/2/1/2,1) Cash Outflows -Total retail deposits; of which: -Insured deposits; of which: -in non-transactional accounts with established relationships that make deposit withdrawal highly unlikely; of which:-eligible for a 3% run-off rate; of which:-are not in the reporting bank's home jurisdiction,100,,, 26,31 December 2021,,,LCR/L/1/1/2/2/1,1) Cash Outflows -Total retail deposits; of which: -Insured deposits; of which: -in non-transactional accounts with established relationships that make deposit withdrawal highly unlikely; of which:-eligible for a 5% run-off rate; of which:-are in the reporting bank's home jurisdiction,100,,, 27,31 December 2021,,,LCR/L/1/1/2/2/2,1) Cash Outflows -Total retail deposits; of which: -Insured deposits; of which: -in non-transactional accounts with established relationships that make deposit withdrawal highly unlikely; of which:-eligible for a 5% run-off rate; of which:-are not in the reporting bank's home jurisdiction,100,,, 28,31 December 2021,,,LCR/L/1/1/3,1) Cash Outflows -Total retail deposits; of which: -Insured deposits; of which: -in non-transactional and non-relationship accounts,100,,, 29,31 December 2021,,,LCR/L/1/2,1) Cash Outflows -Total retail deposits; of which: -Uninsured deposits,100,,, 30,31 December 2021,,,LCR/L/1/3/1,1) Cash Outflows -Total retail deposits; of which: -Additional deposit categories with higher run-off rates as specified by supervisor - Category 1,100,,, 31,31 December 2021,,,LCR/L/1/3/2,1) Cash Outflows -Total retail deposits; of which: -Additional deposit categories with higher run-off rates as specified by supervisor - Category 2,100,,, 32,31 December 2021,,,LCR/L/1/3/3,1) Cash Outflows -Total retail deposits; of which: -Additional deposit categories with higher run-off rates as specified by supervisor - Category 3,100,,, ;;;; Run;
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