LM-12.4.33
Consistent with the LCR, the NSFR identifies OBS exposure categories based broadly on whether the commitment is a credit or liquidity facility, or some other contingent funding obligation. Table 3 identifies the specific types of OBS exposures to be assigned to each OBS category and their associated RSF factor.
Table 3: Summary of OBS Categories and Associated RSF Factors
| RSF Factor | RSF Category |
| 5% of the currently undrawn portion |
• Irrevocable and conditionally revocable credit and liquidity facilities;
• Other contingent funding obligations, including products and instruments such as:
• Unconditionally revocable credit and liquidity facilities;
• Trade finance-related obligations (including guarantees and letters of credit);
• Guarantees and letters of credit unrelated to trade finance obligations;
• Non-contractual obligations such as:
• Potential requests for debt repurchases of the bank's own debt, or that of related conduits, securities investment vehicles and other such financing facilities;
• Structured products where customers anticipate ready marketability, such as adjustable rate notes and variable rate demand notes ('VRDNs').
• Managed funds that are marketed with the objective of maintaining a stable value. |
August 2018