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  • Liquidity Risk Quantitative Disclosures

    • PD-1.3.37

      All banks must disclose the indicators of exposures to liquidity risk such as short-term assets to short-term liabilities, liquid asset ratios or funding volatility.

      April 2008

    • PD-1.3.38

      Banks must disclose a maturity analysis of financing and various categories of funding (current account, unrestricted investment account and restricted investment account) by different maturity buckets.

      April 2008