LM-1.3.3 [Version up to 31 July 2018]

The CBB has established the following limits for negative maturity mismatch positions. Positions within such periods should be reported on a quarterly basis as part of the PIRI (see Section BR-3):

(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%
Amended: April 2014
Amended: January 2011
October 2007