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Available stable funding (sources) | Required stable funding (uses) |
Item | ASF factor | Item | RSF factor |
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(i) T1K and T2K instruments (ii) Other preferred shares and capital instruments in excess of T2K allowable amount having an effective maturity of 1 yr or >1 yr (iii) Other liabilities with an effective maturity of 1 yr or >1 yr | 100% | (i) Cash (ii) Short-term unsecured actively-traded instruments (<1 yr) (iii) Securities with exactly offsetting reverse repo (iv) Securities with remaining maturity <1 yr (v) Nonrenewable loans to financials with remaining maturity <1 yr | 0% |
|
Stable deposits of retail and small business customers (nonmaturity or residual maturity <1 yr) | 90% | Debt issued or guaranteed by sovereigns, central banks, BIS, IMF, EC, noncentral government, multilateral development banks with a 0% risk weight under Basel II standardized approach | 5% |
|
Less stable deposits of retail and small business customers (nonmaturity or residual maturity <1 yr) | 80% | Unencumbered non-financial senior unsecured corporate bonds and covered bonds rated at least AA−, and debt that is issued by sovereigns, central banks, and PSEs with a risk-weighting of 20%; maturity ≥1 yr | 20% |
|
Wholesale funding provided by non-financial corporate customers, sovereign central banks, multilateral development banks, and PSEs (non-maturity or residual maturity <1 yr) | 50% | (i) Unencumbered listed equity securities or non-financial senior unsecured corporate bonds (or covered bonds) rated from A+ to A−, maturity ≥1 yr (ii) Gold (iii) Loans to non-financial corporate clients, sovereigns, central banks, and PSEs with a maturity <1 yr | 50% |
|
All other liabilities and equity not included above | 0% | Unencumbered residential mortgages of any maturity and other unencumbered loans, excluding loans to financial institutions with a remaining maturity of 1 yr or >1 yr that would qualify for the 35% or lower risk weight under Basel II standardized approach for credit risk | 65% |
|
| | Other loans to retail clients and small businesses having a maturity <1 yr | 85% |
|
| | All other assets | 100% |
|
| | Off balance sheet exposures | |
|
| | Undrawn amount of committed credit and liquidity facilities | 5% |
|
| | Other contingent funding obligations | National supervisory discretion |
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