Liquidity classification of bank activities
| Assets | ||
|---|---|---|
| Illiquid assets (weight = 0.5) | Semi-liquid assets (weight = 0) | Liquid assets (weight = −0.5) |
| Commercial and corporate loans | Consumer/Retail loans | Deposits and loans to other credit institutions |
| Other loans | Loans and advances to banks | Trading securities |
| Fixed assets | Investment securities | |
| Other assets | Derivatives | |
| Long-term investment | ||
| Assets | ||
|---|---|---|
| Illiquid assets (weight = 0.5) | Semi-liquid assets (weight = 0) | Liquid assets (weight = −0.5) |
| Commercial and corporate loans | Consumer/Retail loans | Deposits and loans to other credit institutions |
| Other loans | Loans and advances to banks | Trading securities |
| Fixed assets | Investment securities | |
| Other assets | Derivatives | |
| Long-term investment | ||
| Liabilities plus equity | ||
|---|---|---|
| Liquid liabilities (weight = 0.5) | Semi-liquid liabilities (weight = 0) | Illiquid liabilities plus equity (weight = −0.5) |
| Customer deposits-current | Customer deposits – term | Senior debt maturing after one year |
| Customer deposits-saving | Term deposits from banks | Subordinated borrowing |
| Demand deposits from banks and other credit institutions | Other deposits | Other funding |
| Short-term borrowing from banks | Other liabilities | |
| Certificates of deposit | Total equity | |
| Liabilities plus equity | ||
|---|---|---|
| Liquid liabilities (weight = 0.5) | Semi-liquid liabilities (weight = 0) | Illiquid liabilities plus equity (weight = −0.5) |
| Customer deposits-current | Customer deposits – term | Senior debt maturing after one year |
| Customer deposits-saving | Term deposits from banks | Subordinated borrowing |
| Demand deposits from banks and other credit institutions | Other deposits | Other funding |
| Short-term borrowing from banks | Other liabilities | |
| Certificates of deposit | Total equity | |
| OBS activities | ||
|---|---|---|
| Illiquid O.B.S. (weight = 0.5) | Semi-liquid O.B.S. (weight = 0) | Liquid O.B.S. (weight = −0.5) |
| Acceptances and documentary credits reported OBS | Guarantees | |
| Committed credit lines | ||
| Other contingent liabilities | ||
| OBS activities | ||
|---|---|---|
| Illiquid O.B.S. (weight = 0.5) | Semi-liquid O.B.S. (weight = 0) | Liquid O.B.S. (weight = −0.5) |
| Acceptances and documentary credits reported OBS | Guarantees | |
| Committed credit lines | ||
| Other contingent liabilities | ||
Source(s): Berger and Bouwman (2009) and Fu et al. (2015)
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