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  • 2) Assets Assigned a 5 Percent RSF Factor

    • LM-12.4.24

      Assets assigned a 5 percent RSF factor comprise unencumbered level 1 HQLA, as defined in Appendix H, excluding assets receiving a 0 percent RSF factor as specified above, and including:

      (a) Marketable securities representing claims on or guaranteed by sovereigns, central banks, PSEs and MDBs that are assigned a 0 percent risk weight under Appendix I, Government of Bahrain, the CBB, the BIS, the IMG, the ECB and the EC; and
      (b) Marketable securities representing claims on, or guaranteed by, certain non-0 percent risk-weighted sovereign or central bank debt securities, as specified in Appendix I.
      August 2018