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
Amended: January 2011
October 2007