1. Liquidity Risk Regulatory Calculations for Monetary Authority of Singapore User Guide
  2. Minimum Liquid Assets Calculation
  3. Process Flow
  4. Calculation of Minimum Liquid Assets Ratio

6.2.3 Calculation of Minimum Liquid Assets Ratio

MLA is calculated as follows:


This image displays the Calculation of Minimum Liquid Assets.

  1. The application calculates the total stock of qualifying liabilities by taking sum of all the qualifying liabilities mentioned in section Identification and Treatment of Qualifying Liabilities.
  2. The application calculates the Stock of Liquid Assets by taking sum of Tier 1 Assets and tier 2 Assets. The value of Tier 1 and 2 Assets to be included in the total stock according to section Identification of Liquid Assets.
  3. The application calculates the Minimum Liquid Asset Ratio by dividing Total Stock of Qualifying Liabilities by Total Stock of Liquid Assets.