E Glossary

Table E-1 Glossary

Item	Description
AASF	Available Amount of Stable Funding
BAU	Business as Usual
BCBS	Basel Committee for Banking Supervision
BCBS 188	Basel III: International framework for liquidity risk measurement, standards and monitoring
HQLA	High Quality Liquid Asset
ILAS	Individual Liquidity Adequacy Standards
LCR	Liquidity Coverage Ratio
Level 1 Assets	Level 1 Assets as per Basel III Guidelines are as follows: Cash Central bank reserves to the extent that can be drawn down during times of stress. Marketable securities which satisfy the following conditions: Issuer type or Guarantor Type is one of the following: Sovereign Central Bank Non-Central Government Public Sector Entity Multi-lateral Development Bank The Bank For International Settlements The International Monetary Fund The European Commission They are assigned a 0% risk-weight under the standardized Approach of Basel II Issuer type is not a bank or other financial services entity Debt securities issued in the local currency of the legal entity in which the liquidity risk is being undertaken or the bank’s country of domicile where the issuer type is sovereign or central bank and the risk weight assigned to the sovereign is greater than 0% Debt securities issued in foreign currencies, to the extent that matches currency needs of bank’s operations in that jurisdiction, where the issuer type is domestic sovereign or central bank and the risk weight assigned to the sovereign is greater than 0%
Level 2 Assets	Level 2 Assets as per Basel III Guidelines are as follows: Marketable securities which satisfy the following conditions: Issuer type or Guarantor Type is one of the following: Sovereign Central Bank Non-Central Government Public Sector Entity Multi-lateral Development Banks They are assigned a 20% risk-weight under the standardized Approach of Basel II Price has not decreased or haircut has not increased by more than 10% over a 30-day period during a relevant period of significant liquidity stress which is specified by the bank Corporate Bonds and Covered Bonds which satisfy the following conditions Issuer type is a non-financial institution Issuer type is not the bank itself for which the computations are being carried out or any of its affiliated entities (in case of covered bonds) Credit rating by a recognized external credit assessment institution is equal to or greater than AA- or if it does not have an external rating, the probability of default as per the internal rating corresponds to a rating which is equal to or greater than AA- Price has not decreased or haircut has not increased by more than 10% over a 30-day period during a relevant period of significant liquidity stress which is specified by the bank
NSFR	Net Stable Funding Ratio
OFSAAI	Oracle Financial Services Analytical Applications Infrastructure
RASF	Required Amount of Stable Funding
Revised Time Buckets	Revised time bucket is the bucket into which the cash flows are to be moved from the original time bucket.
Unencumbered Assets	Unencumbered Assets are assets which can easily sold or mortgaged as these assets are free from debt with no legal defects in its title.