Index
Constraints
DPM Mapeba_tC_80.00.w - C 80.00.w
| C 80.00.w | ||||||||||
| Amount | Applicable RSF factor | Required stable funding | ||||||||
| Non-HQLA by maturity | HQLA | Non-HQLA by maturity | HQLA | |||||||
| < 6 months | ≥ 6 months to < 1 year | ≥ 1 year | < 6 months | ≥ 6 months to < 1 year | ≥ 1 year | |||||
| 0010 | 0020 | 0030 | 0040 | 0090 | 0100 | 0110 | 0120 | 0130 | ||
| REQUIRED STABLE FUNDING | 0010 | |||||||||
| RSF from central bank assets | 0020 | |||||||||
| cash, reserves and HQLA exposures to central banks | 0030 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0040 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0050 | |||||||||
| encumbered for a residual maturity of one year or more | 0060 | |||||||||
| other non-HQLA central bank exposures | 0070 | |||||||||
| RSF from liquid assets | 0080 | |||||||||
| level 1 assets eligible for 0% LCR haircut | 0090 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0100 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0110 | |||||||||
| encumbered for a residual maturity of one year or more | 0120 | |||||||||
| level 1 assets eligible for 5% LCR haircut | 0130 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0140 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0150 | |||||||||
| encumbered for a residual maturity of one year or more | 0160 | |||||||||
| level 1 eligible for 7% LCR haircut | 0170 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0180 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0190 | |||||||||
| encumbered for a residual maturity of one year or more | 0200 | |||||||||
| level 1 assets eligible for 12% LCR haircut | 0210 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0220 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0230 | |||||||||
| encumbered for a residual maturity of one year or more | 0240 | |||||||||
| level 2A assets eligible for 15% LCR haircut | 0250 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0260 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0270 | |||||||||
| encumbered for a residual maturity of one year or more | 0280 | |||||||||
| level 2A assets eligible for 20% LCR haircut | 0290 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0300 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0310 | |||||||||
| encumbered for a residual maturity of one year or more | 0320 | |||||||||
| level 2B securitizations eligible for 25% LCR haircut | 0330 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0340 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0350 | |||||||||
| encumbered for a residual maturity of one year or more | 0360 | |||||||||
| level 2B assets eligible for 30% LCR haircut | 0370 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0380 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0390 | |||||||||
| encumbered for a residual maturity of one year or more | 0400 | |||||||||
| level 2B assets eligible for 35% LCR haircut | 0410 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0420 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0430 | |||||||||
| encumbered for a residual maturity of one year or more | 0440 | |||||||||
| level 2B assets eligible for 40% LCR haircut | 0450 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0460 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0470 | |||||||||
| encumbered for a residual maturity of one year or more | 0480 | |||||||||
| level 2B assets eligible for 50% LCR haircut | 0490 | |||||||||
| unencumbered or encumbered for a residual maturity of less than one year | 0500 | |||||||||
| encumbered for a residual maturity of one year or more | 0510 | |||||||||
| level 2B assets eligible for 55% LCR haircut | 0520 | |||||||||
| unencumbered or encumbered for a residual maturity of less than one year | 0530 | |||||||||
| encumbered for a residual maturity of one year or more | 0540 | |||||||||
| HQLAs encumbered for a residual maturity of one year or more in a cover pool | 0550 | |||||||||
| RSF from securities other than liquid assets | 0560 | |||||||||
| non- HQLA securities and exchange traded equities | 0570 | |||||||||
| unencumbered or encumbered for a residual maturity of less than one year | 0580 | |||||||||
| encumbered for a residual maturity of one year or more | 0590 | |||||||||
| non-HQLA non-exchange traded equities | 0600 | |||||||||
| non-HQLA securities encumbered for a residual maturity of one year or more in a cover pool | 0610 | |||||||||
| RSF from loans | 0620 | |||||||||
| operational deposits | 0630 | |||||||||
| securities financing transactions with financial customers | 0640 | |||||||||
| collateralized by level 1 assets eligible for 0% LCR haircut | 0650 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0660 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0670 | |||||||||
| encumbered for a residual maturity of one year or more | 0680 | |||||||||
| collateralized by other assets | 0690 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0700 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0710 | |||||||||
| encumbered for a residual maturity of one year or more | 0720 | |||||||||
| other loans and advances to financial customers | 0730 | |||||||||
| assets encumbered for a residual maturity of one year or more in a cover pool | 0740 | |||||||||
| loans to non-financial customers other than central banks where those loans are assigned a risk weight of 35% or less | 0750 | |||||||||
| of which, residential mortgages | 0760 | |||||||||
| unencumbered or encumbered for a residual maturity of less than six months | 0770 | |||||||||
| encumbered for a residual maturity of at least six months but less than one year | 0780 | |||||||||
| encumbered for a residual maturity of one year or more | 0790 | |||||||||
| other loans to non-financial customers other than central banks | 0800 | |||||||||
| of which, residential mortgages | 0810 | |||||||||
| unencumbered or encumbered for a residual maturity of less than one year | 0820 | |||||||||
| encumbered for a residual maturity of one year or more | 0830 | |||||||||
| trade finance on-balance sheet products | 0840 | |||||||||
| RSF from interdependent assets | 0850 | |||||||||
| centralised regulated savings | 0860 | |||||||||
| promotional loans and credit and liquidity facilities | 0870 | |||||||||
| eligible covered bonds | 0880 | |||||||||
| derivatives client clearing activities | 0890 | |||||||||
| others | 0900 | |||||||||
| RSF from assets within a group or an IPS if subject to preferential treatment | 0910 | |||||||||
| RSF from contributions to CCP default fund | 0960 | |||||||||
| RSF from other assets | 0970 | |||||||||
| physically traded commodities | 0980 | |||||||||
| unencumbered or encumbered for a residual maturity of less than one year | 0990 | |||||||||
| encumbered for a residual maturity of one year or more | 1000 | |||||||||
| trade date receivables | 1010 | |||||||||
| non-performing assets | 1020 | |||||||||
| other assets | 1030 | |||||||||
| RSF from OBS items | 1040 | |||||||||
| committed facilities within a group or an IPS if subject to preferential treatment | 1050 | |||||||||
| committed facilities | 1060 | |||||||||
| trade finance off-balance sheet items | 1070 | |||||||||
| non-performing off-balance sheet items | 1080 | |||||||||
| other off-balance sheet exposures for which the competent authority has determined RSF factors | 1090 | |||||||||