16.1.3 Available Intraday Liquidity at the Start of the Business Day

This metric computes and reports intraday funding that is available to banks at the start of a business day to meet its intraday liquidity needs throughout the day. All the balances and market values for all products under this category are taken as at the start of each day. This metric is calculated at a Legal Entity (solo/consolidated) - Currency granularity.

The following are the steps involved in calculating this metric:

1. Identification of intraday eligible sources for each product; as defined by the user.
2. Addition of Intraday Eligible sources across all products to arrive at the final value.

OFS LRMM Application computes the following as a part of this metric:

1. Intraday liquidity available at the start of each business day
2. Average value of (1) above within a Reporting period
3. First, Second and Third minimum values of (1) above during the Reporting period
   1. Each report provides the constituent elements of the liquidity sources available to the bank. The constituent elements as a part of this metric is as follows: Central Bank reserves
   2. Collateral pledged at Central bank
   3. Collateral pledged at Ancillary systems
   4. Collateral pledged at Correspondent bank
   5. Unencumbered liquid assets on the balance sheet
   6. Total credit lines from Correspondent bank
      1. Of which secured
      2. Of which committed
   7. Other Total credit lines available
      1. Of which secured
      2. Of which committed
   8. Balance with the correspondent bank
   9. Balances with other banks
   10. Other