LM-1.3.3 [Version up to 30 September 2007]
The Agency has established the following limits for negative maturity mismatch positions. Positions within such periods should be reported on a monthly basis (see section BR-4):
(i)
Self Financed and Current Accounts Only | |
Period | Limit |
0-8 days | 10% |
8 days —1 month | 20% |
(ii)
Unrestricted Investment | |
Period | Limit |
0-8 days | 10% |
8 days — 1 month | 20% |
(iii)
Restricted Investment Accounts Only | |
Period | Limit |
0-8 days | 10% |
8 days — 1 month | 20% |
(iv)
Self Financed, Restricted/ Unrestricted Investment Accounts & Current Accounts | |
Period | Limit |
0-8 days | 15% |
8 days — 1 month | 25% |