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Qatar Financial Centre Legislation: Contents

  • Qatar Financial Centre Legislation
    • QFC Law No. (7) of Year 2005
    • QFC Regulations
    • QFCA Rules
    • QFCRA Rules
      • Anti-Money Laundering and Combating the Financing of Terrorism (General Insurance) Rules 2019 (AMLG)
      • Anti-Money Laundering and Combating the Financing of Terrorism Rules 2019 (AML/CFTR)
      • Banking Business Prudential Rules 2014 (BANK)
      • Captive Insurance Business Rules 2011 (CAPI)
      • Collective Investment Schemes Rules 2010 (COLL)
      • Customer and Investor Protection Rules 2019 (CIPR)
      • Customer Dispute Resolution Scheme Rules 2019 (CDRS)
      • General Rules 2005 (GENE)
      • Governance and Controlled Functions Rules 2020 (CTRL)
      • Individuals (Assessment, Training and Competency) Rules 2014 (INDI)
      • Insurance Business Rules 2006 (PINS)
      • Insurance Mediation Business Rules 2011 (IMEB)
      • Interpretation and Application Rules 2005 (INAP)
      • Investment Management and Advisory Rules 2014 (INMA)
      • Islamic Banking Business Prudential Rules 2015 (IBANK)
        • IBANK Chapter 1 General
        • IBANK Chapter 2 Prudential Reporting Requirements
        • IBANK Chapter 3 Capital Adequacy
        • IBANK Chapter 4 Credit Risk
        • IBANK Chapter 5 Concentration Risk and Related Matters
        • IBANK Chapter 6 Market Risk
        • IBANK Chapter 7 Operational Risk
        • IBANK Chapter 8 Liquidity risk
          • IBANK Part 8.1 Liquidity risk management — introductory
          • IBANK Part 8.2 Guidance on liquidity risks arising from Islamic financial contracts
          • IBANK Part 8.3 Liquidity risk management — firms' obligations in detail
          • IBANK Part 8.4 Liquidity coverage ratio — liquidity risk group A Islamic banking business firms
            • IBANK Division 8.4.A Introductory
            • IBANK Division 8.4.B HQLA portfolio — makeup and value
            • IBANK Division 8.4.C Liquidity coverage ratio
              • IBANK Subdivision 8.4.C.1 Liquidity coverage ratio generally
              • IBANK Subdivision 8.4.C.2 Calculating LCR
              • IBANK Subdivision 8.4.C.3 Calculating total expected gross cash outflows — general
              • IBANK Subdivision 8.4.C.4 Calculating total expected gross cash outflows — runoff rates for retail deposits, wholesale unsecured funding and secured funding
              • IBANK Subdivision 8.4.C.5 Calculating total expected gross cash outflows — runoff rates for other funding
                • IBANK 8.4.30 Treatment of net Shari'a-compliant hedging cash outflows
                • IBANK 8.4.31 Treatment of increased liquidity needs related to downgrade triggers
                • IBANK 8.4.32 Treatment of increased liquidity needs related to possible valuation changes on lodged collateral
                • IBANK 8.4.33 Treatment of increased liquidity needs related to excess non-segregated collateral
                • IBANK 8.4.34 Treatment of increased liquidity needs related to contractually-required collateral when counterparty has not yet demanded that collateral be lodged
                • IBANK 8.4.35 Treatment of increased liquidity needs related to contracts that allow substitution of non-HQLA collateral
                • IBANK 8.4.36 Treatment of increased liquidity needs related to market valuation changes on Shari'a-compliant hedging instruments
                • IBANK 8.4.37 Treatment of loss of funding on maturing asset-backed securities and other structured financing instruments
                  • IBANK 8.4.37 Guidance
                • IBANK 8.4.38 Treatment of loss of funding on maturing asset-backed commercial paper, conduits, structured investment vehicles etc
                • IBANK 8.4.39 Treatment of drawdowns on committed financing and liquidity facilities
                • IBANK 8.4.40 Treatment of other contractual obligations to extend funds within 30 calendar days
                • IBANK 8.4.41 Treatment of other contingent funding obligations
                • IBANK 8.4.42 Treatment of other contractual cash outflows
              • IBANK Subdivision 8.4.C.6 Calculating total expected cash inflow
              • IBANK Subdivision 8.4.C.7 Calculating total expected cash inflows — inflow rates for secured lending and committed facilities
              • IBANK Subdivision 8.4.C.8 Calculating total expected cash inflows — inflow rates for other cash inflows
            • IBANK Division 8.4.D Treatment of special cases
            • IBANK Division 8.4.E Alternative liquidity approaches
            • IBANK Division 8.4.F Treatment of branches
          • IBANK Part 8.5 Minimum liquidity ratio — liquidity risk group B Islamic banking business firms
          • IBANK Part 8.6 Net stable funding ratio — liquidity risk group A Islamic banking business firms
          • IBANK Part 8.7 Net stable funding ratio — liquidity risk group B Islamic banking business firms
          • IBANK Part 8.8 Limits on net cumulative maturity mismatch
          • IBANK Part 8.9 Monitoring
        • IBANK Chapter 8 Liquidity Risk [Deleted]
        • IBANK Chapter 9 Group Risk
        • IBANK Chapter 10 Treatment of Sukuk
        • IBANK Chapter 11 Treatment of PSIAs and Associated Risks
        • IBANK Chapter 12 Compliance with Shari'a
        • IBANK Chapter 13 Transitional
        • IBANK Schedule 1 Recognised exchanges
        • IBANK Glossary
      • Islamic Finance Rules 2005 (ISFI)
      • Professional Investors Fund Rules 2022 (PROF)
      • Representative Office Rules 2020 (REPO)
    • Rulemaking Instruments (By year)
    • Court and Regulatory Tribunal Regulations and Rules
    • Waivers and Modifications
    • Consultation Papers
    • QFC Forms
    • QFC Regulations Guidance
    • QFCA Legal Interpretations
    • Policy Statements and Notices
    • Gazette
    • QFCRA Rulebooks Archive
    • QFC Regulations Archive
    • QFC Forms Archive
    • QFC Law Archive
    • QFCA Rules Archive
    • QFC Regulations Guidance Archive
    • Amending Documents Archive
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  1. Qatar Financial Centre Legislation
  2. QFCRA Rules
  3. Islamic Banking Business Prudential Rules 2015 (IBANK)
  4. IBANK Chapter 8 Liquidity risk
  5. IBANK Part 8.4 Liquidity coverage ratio — liquidity risk group A Islamic banking business firms
  6. IBANK Division 8.4.C Liquidity coverage ratio
  7. IBANK Subdivision 8.4.C.5 Calculating total expected gross cash outflows — runoff rates for other funding
  8. IBANK 8.4.37 Treatment of loss of funding on maturing asset-backed securities and other structured financing instruments
  9. IBANK 8.4.37 Guidance
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‹ IBANK 8.4.37 Treatment of loss of funding on maturing asset-backed securities and other structured financing instruments IBANK 8.4.38 Treatment of loss of funding on maturing asset-backed commercial paper, conduits, structured investment vehicles etc ›

IBANK 8.4.37 Guidance

The scenario assumes that there is no refinancing market for the maturing instruments.

Inserted by QFCRA RM/2018-2 (as from 1st May 2018).
‹ IBANK 8.4.37 Treatment of loss of funding on maturing asset-backed securities and other structured financing instruments IBANK 8.4.38 Treatment of loss of funding on maturing asset-backed commercial paper, conduits, structured investment vehicles etc ›

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