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PIB 9.3.11
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(1) An Authorised FirmG in CategoryG 1 or 5 must determine a net cumulative Maturity MismatchG position for each time band in respect of each of the following means of funding used by the Authorised FirmG :
(a) PSIAusG ; and
(b) deposits.
(2) An Authorised FirmG in CategoryG 1 or 5 must calculate its liquidity by using the net cumulative Maturity MismatchG position separately for each means of funding used by the Authorised FirmG as a percentage of the means of funding in each time band as follows:
(3) An Authorised FirmG must ensure that its net cumulative Maturity MismatchG position for each means of funding used by the Authorised FirmG in the sight - 8 days time band does not exceed negative 15%
(4) An Authorised FirmG must notify the DFSAG in writing immediately if it exceeds or is likely to exceed the net cumulative Maturity MismatchG limits referred to in (3).
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]
[Amended] DFSA RM148/2014 (Made 1st January 2015). [VER23/01-15]
[Amended] DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]
[Amended] DFSA RM148/2014 (Made 1st January 2015). [VER23/01-15]
[Amended] DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]