Effective from Jun 01 2023 - May 31 2023 To view other versions open the versions tab on the right
5.1
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.
