Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_82.00.a - C 82.00.a

C 82.00.a
AmountApplicable RSF factorRequired stable funding
Non-HQLA by maturityNon-HQLA by maturity
< 1 year≥ 1 yearHQLA< 1 year≥ 1 yearHQLA
0010002000300070008000900100
REQUIRED STABLE FUNDING0010
RSF from central bank assets0020
cash, reserves and HQLA exposures to central banks0030
other non-HQLA central bank exposures0040
RSF from liquid assets0050
level 1 assets eligible for 0% LCR haircut0060
unencumbered or encumbered for a residual maturity of less than six months0070
encumbered for a residual maturity of at least six months but less than one year0080
encumbered for a residual maturity of one year or more0090
level 1 eligible for 7% LCR haircut0100
unencumbered or encumbered for a residual maturity of less than six months0110
encumbered for a residual maturity of at least six months but less than one year0120
encumbered for a residual maturity of one year or more0130
Level 2A assets eligible for 15% LCR haircut and shares or units in CIUs eligible for 0-20% LCR haircuts0140
unencumbered or encumbered for a residual maturity of less than six months0150
encumbered for a residual maturity of at least six months but less than one year0160
encumbered for a residual maturity of one year or more0170
Level 2B assets eligible for 25-35% LCR haircut and shares or units in CIUs eligible for 30-55% LCR haircuts0180
unencumbered or encumbered for a residual maturity of less than one year0190
encumbered for a residual maturity of one year or more0200
RSF from securities other than liquid assets0210
unencumbered or encumbered for a residual maturity of less than one year0220
encumbered for a residual maturity of one year or more0230
RSF from loans0240
loans to non-financials0250
unencumbered or encumbered for a residual maturity of less than one year0260
encumbered for a residual maturity of one year or more0270
loans to financials0280
unencumbered or encumbered for a residual maturity of less than one year0290
encumbered for a residual maturity of one year or more0300
trade finance on-balance sheet products0310
RSF from interdependent assets0320
RSF from assets within a group or an IPS if subject to preferential treatment0330
RSF from contributions to CCP default fund0380
RSF from other assets0390
RSF from OBS items0400
committed facilities within a group or an IPS if subject to preferential treatment0410
commited facilities0420
trade finance off-balance sheet items0430
non-performing off-balance sheet items0440
other off-balance sheet exposures determined by competent authorities0450

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