15.2.2.19.2 Funding Concentration by Significant Products

Funding Concentration by significant Products is calculated at Legal Entity or Entities and Product Level.

For Solo Execution for each of the Legal Entities selected and for each of the above stated time horizons, Significant Products are calculated; whereas for Consolidated Execution, Significant Products are calculated at the Parent Level Legal Entity and for each of the above stated time horizons.

A Product is stated as Significant if Sum of the Cash flows of that Product for a given Legal Entity is greater than or equal to 1% of the Sum of the Cash flows of the given Legal Entity.

Cash flows of all accounts are not considered, Accounts which are having Product Type as Liabilities are the only accounts which are considered.

Funding concentration is calculated for significant product as follows:

Figure 14-39 Funding concentration for significant products