• Liabilities Receiving a 50 Percent ASF Factor

    • LM-12.4.10

      Liabilities receiving a 50 percent ASF factor comprise:

      (a) Funding (secured and unsecured) with a residual maturity of less than 1 year provided by non-financial corporate customers;
      (b) Operational deposits (as defined in Appendix E);
      (c) Funding with residual maturity of less than 1 year from sovereigns, public sector entities (PSEs), and multilateral and national development banks; and
      (d) Other funding (secured and unsecured) not included in the categories above with a residual maturity of between 6 months to less than 1 year, including funding from central banks and financial institutions.

      'Funding' refers to all sources of funding including deposits, loans and others.

      August 2018