Investor Presentaiton
Liquidity
MLH Investments by Credit Rating
■1 (S&P AA- or above)
34%
■2 (S&P A- or above)
41%
■3 (S&P BBB- or above)
25%
Unrated
MLH Investments by Type
7%
51%
Data at 31 December 2019
■ NCD
41%
LoanDeposit
120.0
MyState
Sub Debt Issue | Investor Presentation 41
Limited
MyState Bank is an MLH ratio bank
Holding an elevated level of liquidity assets and
contingent liquidity (i.e. internal RMBS) in response to
the COVID-19 environment
Majority of MLH Investments are repurchase eligible
Limits in place to manage MLH Porfolio concentration
risk by counterpart, credit rating and tenor
MLH Ratio augmented by proxy LCR metric, 60 day cash
flow projections and early warning indicators to support
liquidity management
MLH Maturity Profile ($m)
100.0
113.2
50.0
44.5
80.0
67.5
61.8
اسايي
15.1
3
4-6
7-12
1-2
>2 Years
17.0
3.0
At Call 1 Week 1 Month
0.0
FRN
■11am
40.0
1%
Months Months Months Months YearsView entire presentation