HSBC 2015 Annual Report Download - page 156

Report of the Directors: Risk (continued)
Liquidity and funding
HSBC HOLDINGS PLC
154
Liquidity and funding
Page App1Tables Page
Liquidity and funding 155 204
Primary sources of funding 204
Liquidity and funding in 2015 155
Wholesale senior funding markets 155
Liquidity regulation 155
Liquidity coverage ratio
–
EC LCR Delegated Regulation 155 Operating entities’ LCRs 156
Management of liquidity and funding risk 156 204
Forward-looking framework 156
2015 framework 156
Inherent liquidity risk categorisation 204
Core deposits 205
Advances to core funding ratio 156 205
A
dvances to core funding ratios 157
Stressed coverage ratios 157 205 Stressed one-month and three-month coverage ratios 157
Stressed scenario analysis 205
Liquid assets of HSBC’s principal operating entities 157 206 Liquid assets of HSBC’s principal entities 158
Net contractual cash flows 158 206 Net cash inflows/(outflows) for interbank loans and
intra-Group deposits and reverse repo, repo and short
positions 159
Wholesale debt monitoring 207
Liquidity behaviouralisation 207
Funds transfer pricing 207
Contingent liquidity risk arising from committed
lending facilities 159
The Group’s contractual undrawn exposures monitored
under the contingent liquidity risk limit structure 159
Sources of funding 159
Repos and stock lending 208 Funding sources and uses 160
Cross-border intra-Group and cross-currency liquidity
and funding risk 160
A
dvances to core funding ratios by material currency 160
Wholesale term debt maturity profile 162 Wholesale funding cash flows payable by HSB
C
under
financial liabilities by remaining contractual maturities 161
Analysis of on-balance sheet encumbered and
unencumbered assets and off-balance sheet
collateral 162 209
On-balance sheet encumbered and unencumbered
assets 162
Off-balance sheet collateral 162
A
nalysis of on-balance sheet encumbered and
unencumbered assets 163
Additional contractual obligations 164
Contractual maturity of financial liabilities 164 Cash flows payable by HSBC under financial liabilities
by remaining contractual maturities 164
Management of cross-currency liquidity and funding
risk 210
HSBC Holdings 165 210 Cash flows payable by HSBC Holdings under financial
liabilities by remaining contractual maturities 165
1 Appendix to Risk – risk policies and practices.