What is meant by “narrow buffer assets for which a repo market exists” (row 11)?
The intention is for banks to consider the utilizable market capacity to monetize these assets. Should there be disclosure of “Additional Assets” (section A2) such as Convertible Bonds, Residential MBS, Commercial MBS, Asset Backed Securities, Private Label CMO’s, and Commercial Paper investments in other corporations? The QIS template should be filled out according to instructions without modification (i.e., adding or removing rows). Banks should feel free to submit additional data points on separate pages.
