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  • 5) Assets Assigned a 50 Percent RSF Factor

    • LM-12.4.27

      Assets assigned a 50 percent RSF factor comprise:

      (a) Unencumbered level 2B HQLA, as defined and subject to the conditions set forth in Appendix H, including:
      (i) Corporate debt securities/Sukuk (including commercial paper) with a credit rating of between A+ and BBB-;
      (ii) Exchange-traded common equity shares not issued by financial institutions or their affiliates.
      (b) Any HQLA, as defined in Appendix H, that are encumbered for a period of between 6 months and less than 1 year;
      (c) All loans and deposits with financial institutions and central banks with residual maturity of between 6 months and less than 1 year;
      (d) Deposits held at other deposit-taking financial institutions for operational purposes that are subject to the 50 percent ASF factor in LM-12.4.10; and
      (e) All other non-HQLA not included in the above categories that have a residual maturity of less than 1 year, including loans to non-financial corporate clients, loans to retail customers (i.e. natural persons) and small business customers, and loans to sovereigns and PSEs.
      August 2018