HSBC 2012 Annual Report Download - page 205

203
Overview Operating & Financial Review Corporate Governance Financial Statements Shareholder Information
Liquidity and funding
Page App1Tables Page
Liquidity and funding ......................................... 261
Primary sources of funding ................................... 261
Liquidity and funding in 2012 ............................ 204
Customer deposit markets ..................................... 204
Wholesale funding market ..................................... 205
Management of liquidity and funding risk ....... 205 261
Inherent liquidity risk categorisation ..................... 261
Core deposits ......................................................... 262
Advances to core funding ratio .............................. 205 262 Advances to core funding ratios ............................................ 205
Stressed coverage ratios ......................................... 205 262 Stressed one-month and three-month coverage ratios .......... 206
Stressed scenario analysis ...................................... 262
Liquid assets of HSBC’s principal
operating entities ............................................... 206 263 Liquid assets of HSBC’s principal entities ............................ 207
Net contractual cash flows ..................................... 207 Net cash flows for intra-bank loans and intra-group deposits
and reverse repo, repo and short positions ....................... 208
Wholesale debt monitoring .................................... 264
Liquidity behaviouralisation .................................. 264
Contingent liquidity risk arising from
committed lending facilities ............................ 208 265
Group’s contractual undrawn exposures monitored under
the contingent liquidity risk limit structure ..................... 209
Sources of funding ............................................... 209 261 Funding sources and uses ..................................................... 210
Wholesale funding cash flows payable by HSBC under
financial liabilities by remaining contractual maturities . 210
Funding of HSBC Finance .................................... 211
Encumbered and unencumbered assets ............ 211 Summary of assets available to support potential future
funding and collateral needs (on and off-balance sheet) .. 211
The effect of active collateral management .......... 212
Off-balance sheet collateral received and pledged
for reverse repo and stock borrowing
transactions ........................................................ 212
Off-balance sheet non-cash collateral received
and pledged for derivative transactions ............ 212
Analysis of on-balance sheet encumbered and
unencumbered assets ......................................... 212
Analysis of on-balance sheet encumbered and
unencumbered assets ......................................................... 213
Additional contractual obligations ........................ 213
Additional information .......................................... 214
Contractual maturity of financial liabilities ..... 214 Cash flows payable by HSBC under financial liabilities by
remaining contractual maturities ..................................... 215
Management of cross-currency liquidity
and funding risk ................................................. 265
HSBC Holdings .................................................... 215 265 Cash flows payable by HSBC Holdings under financial
liabilities by remaining contractual maturities ................ 216
Liquidity regulation ............................................. 216
1 Appendix to Risk – risk policies and practices