Versions

 

CA-10.3.17

All off-balance sheet securitisation exposures, except an eligible liquidity facility or an eligible servicer cash advance facility receive a CCF of 100% conversion factor. All eligible liquidity facilities receive a CCF of 50%. Undrawn servicer cash advances or facilities that are unconditionally cancellable without prior notice are eligible for a 10% CCF.

Added: October 2018