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Example of calculation of the liquidity ratio and the observation ratios







Calculation of the liquidity ratio and the observation ratiosCapital charges
Residual maturities of
due on demand
up to one month
over 1 month
up to 3 months
over 3 months
up to 6 months
over 6 months
up to 12 months
Maturity band 1Maturity band 2Maturity band 3Maturity band 4
A. Total liquid assets2001008040
B. Total liabilities1601806080
C.Mismatches (A - B)+ 40- 80+ 20- 40
D. Positive mismatches (A > B)+ 40-+ 20-
E. Mismatches adjusted
(A. plus positive mismatches D. of the preceding maturity band)
-140
(100 + 40)
8060
(40 + 20)
F. Liquidity ratio (A / B)
(at least equal to 1.0)
1,25---
H. Observation ratios (E / B)
(No minimum levels for the observation ratios)
-0,781,330,75