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