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  • 4) Assets Assigned a 15 Percent RSF Factor

    • LM-12.4.26

      Assets assigned a 15 percent RSF factor comprise of:

      (a) Unencumbered level 2A HQLA, as defined in Appendix H, including:
      (i) Marketable securities representing claims on or guaranteed by sovereigns, central banks, PSEs or MDBs that are assigned a 20 percent risk weight under Appendix I; and
      (ii) Corporate debt securities/Sukuk (including commercial paper) and covered bonds with a credit rating equal or equivalent to at least AA-.
      (b) Other unencumbered loans and deposits with financial institutions with residual maturities of less than 6 months, not included in LM-12.4.25.
      August 2018