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LM-11.4.6

If the collateral obtained through Shari'a compliant reverse repurchase or securities borrowing matures within the 30-day horizon, and is re-used to cover short positions that could be extended beyond 30 days, a bank must assume that the Shari'a compliant reverse repurchase agreements or securities borrowing arrangements will be rolled-over and will not give rise to any cash inflow (0 percent).

August 2018