Banks will apply the weights below to the denominator components (as applicable) in order to compute the weighted amount:
Demand/over night
Less than 1M (1-30 D)
1-3 M (31-90D)
3-4 M (91-120 D)
4-6 M (121-180 D)
6-8 M (181-240 D)
8 M - 1Y (241-365 D)
Over 1 Y to 2 Y
Over 2 Y to 5 Y
Over 5 Y
100%
105%
110%
115%
120%
130%
140%
150%
170%
190%
Table (1): *D= Days / M= Months / Y= Years
5.2
Original maturities should be used for new transactions while outstanding transactions should be based on residual maturities.
5.3
For callable sukuks/bonds, residual maturity is calculated based on the first callable date of the sukuks/bonds to determine the applicable weight in the table (1).
5.4
For perpetual sukuks/bonds, banks should apply 190% weights unless the sukuks/bonds have a callable date then the sukuks/bonds weight will be applied based on the sukuks/bonds callable date.
