Label: |
Large liability borrowing exposures |
Concept Guidance: |
This is the value of borrowings including accrued interest that are not classified elsewhere.
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Form-Specifc Guidance: |
LCR ADIs must report aggregate liabilities to a counterparty or a group of connected counterparties including to any related entities, which exceed 1.0 per cent of the ADI's on-balance sheet liabilities on a Level 1 basis.
MLH ADIs must report aggregate liabilities to a counterparty or a group of connected counterparties, including to any related entities, which exceed 5.0 per cent of the ADI's on-balance sheet liabilities on a Level 1 basis.
Foreign ADIs must report aggregate liabilities to a counterparty or group of connected counterparties, including related to any related entities, which exceed 1.0 per cent (for LCR ADIs) or 5.0 per cent (for MLH ADIs) of the ADI's on-balance sheet liabilities on the basis of the domestic books of the ADI. Include large liability borrowing exposures from all funding sources, including deposits, other borrowings, including bonds, notes, other long-term or short-term debt securities or borrowings and loan capital where the lending counterparty can be identified.
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