(1) An Authorised Firm^G in Category^G 1 or 5 must determine a net cumulative Maturity Mismatch^G position for each time band in respect of each of the following means of funding used by the Authorised Firm^G :

(2) An Authorised Firm^G in Category^G 1 or 5 must calculate its liquidity by using the net cumulative Maturity Mismatch^G position separately for each means of funding used by the Authorised Firm^G as a percentage of the means of funding in each time band as follows:

(3) An Authorised Firm^G must ensure that its net cumulative Maturity Mismatch^G position for each means of funding used by the Authorised Firm^G in the sight - 8 days time band does not exceed negative 15%

(4) An Authorised Firm^G must notify the DFSA^G in writing immediately if it exceeds or is likely to exceed the net cumulative Maturity Mismatch^G limits referred to in (3).