Amendments to Guidelines on Report on Intraday Liquidity of Universal and Commercial Banks (UBs/KBs) and their Subsidiary Banks/Quasi-Banks (QBs)

^trtryf, $*I$gil Eeb;8ry BANGKo SENTRAL NG PILTPINAS CIRCULAR NO. r23 Series of 2c.21 OFFICE OF THE GOVERNOR SubJect: Amendments to Guldellnes on Report on Intraday LlquidiW of Unlversal and Commercial Banks (UBs/lGsl and their Subsidiary ga n ks/Quasi-Ba n ks (QBsl The Monetary Board, in its Resolution No. 886 dated 8 July 2O2l approved the amendments to the Manual of Regulations for Banks (MORB) and the Manual of Regulations for Non-Bank Financial Institutions (MORNBFI) on the Report on Intraday Liquidity. Section l. Footnote to Section 145n45-Q of the MORB/MORNBFI on the transitory provision of the Report on Intraday Liquidity, as amended under Circufar No.lO54dated 3 December2Olg,is herebyamended to read, as follows: The regular submission of the Report on Intraday Liquidity shall commence with the end-January 20.22 month-end report with submission deadline as prescribed under Appendix UQ-3.' Section 2. Footnote to Part V of Appendix TllQ-t+3 of the MORB/MORNBFI, as amended by Circular No.1064 dated 5 December 2OI9, is hereby amended to read, as follows: 1/. INTRADAY LIQUIDIW RISK MANAGEMENT nk Stand-alone tgs/QBs and all RBs/Coop Banks shall make the abovementioned information available any time upon request of the Bangko Sentral.2 )oo( 2Stand-alone TBs/QBs and all Ras/Coop Banks shall be given until end-January 2o.22to achieve full compliance with the provisaons of this Section. Sectlon 3. The Seport on lntraday Liquidibf as provided under Appendix ilQ-3 of the MORB/MORNBFI , as amended under Circular No.1064 dated 5 December 2019, is hereby amended to read, as follows: t o --

'l a. Appendix 7 of the MORB- Reports Required of Banks A. UBs/KBs Category Form MOR Report Frequency Submission Submission No. Ref. Title Deadline Procedure A-1 Section Report on Monthly l5 banking e-mail to 145 Intraday days from DSA Liquidity the end of the reference monthl I Regufar submission of reports shall commence with the end-January 2022 month' end report. B. TBs Category Form MOR Report Frequency Submission Submission No. Ref. Title Deadline Procedure A-l Section Report on Monthly 15 banking e-mail to 145 Intraday days from DSA Liquidity the end of the reference monthl t Flegufar submission of reports shall commence with the end-January 2o.22 month- end report. b. Appendix Q-3 of the MORNBFI- List of Reports Required from Quasi- Banks Category Form MOR Report Frequency Submission Submission No. Ref. Title Deadline Procedure A-l Section Report Monthly 15 banking e-mail to r4s-Q on days from DSA lntraday the end of Liquidity the reference monthl I Regular submission of reports shall commence with the end-January 2o22 month- end report. Section 4. Part V of the Guidelines on the Accomplishment of the Report on Intraday Liquidigf as shown in Annex C of Circular No. 1064 dated 3 December 2Ol9 is hereby amended to read, as follows: Page 2 ofg

Annex C CUIDELINES ON THE ACCOMPLISHMENT OF THE REPORT ON INTRADAY LIQUID]TY xxx V. Guidelines on the Preparation of the Report on Intraday Liquidity I. Fleporting Format A Report on Intraday Liquidity shall be prepared for peso- denominated transactions and for transactions that are of significant currency. Covered banks/QBs shall prepare the Report on Intraday Liquidity on a solo basis.s 2. Amounts Fleported The amounts reported shall be in absolute amount and in the original currency used in the transaction.4 As an indicative threshold a currency is considered "significant" if the aggregate liabilities denominated in that currency amount to 5 percent or more of the bank's/QB's total liabi lities. 5. Reporting Period xxx xxx 3 Solo basis includes head office plus branches/other offices. xxx. 4 ganks/eBs that have transactions in non-significant currencies are still expected to manage intraday liquidity risk in accordance with Section V of Appendix TllQ-43 of the New Manual of Regulations for Banks (New MORB)/Manual of Regulations for Non-Bank Financial Institutions (MORNBFI). Section 5. This Circular shall take effect on 15 July 2O2l after its publication either in the Official Gazette or in a newspaper of general circulation. FOR THE MONETARY BOARDI (. c BENJAMIN E. DIOKNO Governor f3 tuty zozt Page 3 of3