15.3.2.1.1 Available Stable Funding Factor
This section enlists all the pre seeded assumptions acting on liabilities and capital items which receive an ASF factor.
Table 14-16 Regulation Addressed through Business Assumptions
| Serial No. | Assumption Name | Assumption Description | Regulatory Requirement Addressed | Basel Committee Banking supervision, Basel III, The net stable funding ratio, October 2014 (BCBS 295) Reference |
|---|---|---|---|---|
| Capital Instruments-Tier 1 , Tier 2 and Others | ||||
| 1 | ASF- Capital items DTL and minority interest | [BIS]: Gross tier 1, additional tier 1, tier 2 capital, Deferred tax liabilities and minority interest |
This assumption specifies Tier 1 and Tier 2 capital, before the application of capital deductions and excluding the proportion of Tier 2 instruments with residual maturity of less than one year. Capital instruments not included above are those with an effective residual maturity of one year or more. |
Paragraphs 21 a and b |
| Stable and Less Stable Deposits ASF factor | ||||
| 2 | ASF- Stable retail deposits with maturity less than 1yr | [BIS]: ASF- Stable and highly stable deposits as defined in the LCR from retail customers with a remaining maturity of less than 1 year. | This assumption specifies "Stable" (as defined in the LCR) demand and/or term deposits from retail and small business customers. | Paragraph 22. |
| 3 | ASF- Less stable retail deposits with maturity more than 1yr | [BIS]: ASF- Stable and highly stable deposits as defined in the LCR from retail customers with a remaining maturity of more than 1 yr and cash flow maturity of less than 1 year | This assumption specifies "Stable" (as defined in the LCR) demand and/or term deposits from retail and small business customers. | Paragraph 22. |
| 4 | ASF- Less stable retail deposits with maturity less than 1yr | [BIS]: ASF- Less stable deposits as defined in the LCR from retail customers with a remaining maturity of less than 1 year. | This assumption specifies "Less Stable" (as defined in the LCR) demand and/or term deposits from retail and small business customers. | Paragraph 23. |
| 5 | ASF: Less stable retail deposits- Cash flow basis | [BIS]: ASF- Less stable deposits as defined in the LCR from retail customers with a remaining maturity of more than 1 yr and cash flow maturity of less than 1 year | This assumption specifies "Less Stable" (as defined in the LCR) demand and/or term deposits from retail and small business customers. | Paragraph 23. |
| Unsecured Funding from Non-Financial Corporates - ASF factor | ||||
| 6 | ASF-UOD from non fin corporates with maturity less than 1 yr | [BIS] Unsecured operational deposits (UOD) from non-financial corporates with deposit maturity less than 1 year. | The ASF factor to be applied on unsecured funding from non-financial corporates of which is an operational deposit (as defined in the LCR) | Paragraphs 24 (a) and (b). |
| 7 | ASF- UOD from non fin corp with maturity more than 1 yr | [BIS] Unsecured operational deposits (UOD) from non-financial corporate with deposit maturity more than 1 year and cash flow maturity less than 1 year | This assumption specifies unsecured funding from non-financial corporates of which is an operational deposit (as defined in the LCR) | Paragraphs 24 (a) and (b). |
| 8 | ASF-UnOD from nonfin corporates with maturity less than 1 yr | [BIS] Unsecured non-operational deposits (UnOD) from non-financial corporate with deposit maturity less than 1 year. This includes a) entire portion of non-operational deposits. b) non-operational part of operational deposits | This assumption specifies unsecured funding from non-financial corporates of which is a non-operational deposit (as defined in the LCR). | Paragraphs 24 (a) and (b). |
| 9 | ASF- UnOD from non fin corp with maturity more than 1 yr | [BIS] Unsecured non-operational funding (UnOD) from non-financial corporates with deposit maturity more than 1 year and cash flow maturity less than 1 year | This assumption specifies unsecured funding from non-financial corporate of which is a non-operational deposit (as defined in the LCR). | Paragraphs 24 (a) and (b). |
| 10 | ASF-UnOth from nonfin corporate with maturity less than 1 yr | [BIS] Unsecured funds which are not deposits (UnOth) from non-financial corporate with account maturity less than 1 year. | This assumption specifies unsecured funding from non-financial corporate of which are not deposits. |
Paragraphs 24 (a) and (b). (QIS template reference) |
| 11 | ASF- UnOth funds from corporates with maturity more than 1yr | [BIS] Unsecured funds which are not deposits (UnOth) from corporate (financial and non-financial) with account maturity more than 1 year, but cash flow maturity less than 1 year. | This assumption specifies unsecured funding from non-financial corporates of which are not deposits. |
Paragraphs 24 (a) and (b). (QIS template reference) |
| Unsecured Funding from Central Banks-ASF Factor | ||||
| 12 | ASF-UOD from central bank with maturity less than 1 yr | [BIS] Unsecured operational deposit funding from central bank with a deposit maturity of less than 1 year | This assumption specifies the unsecured funding from central banks of which is an operational deposit (as defined in the LCR). | Paragraphs 24 (d) and 25 (a). |
| 13 | ASF- UOD from CB PSE MDB Sov with mat more than 1 yr | BIS] Unsecured operational deposit funding from central bank (CB), Public sector enterprises (PSE), National development bank (NDB), Multilateral development bank (MDB) and sovereigns with a deposit maturity of more than 1 year, and cash flow maturity of less than 1 year. | This assumption specifies unsecured funding from central banks of which is an operational deposit (as defined in the LCR). | Paragraphs 24 (d) and 25 (a). |
| 14 | ASF- UnOD from central bank with maturity less than 1 year | [BIS] Unsecured non-operational deposit funding from central banks with a deposit maturity of less than 1 year. | This assumption specifies unsecured funding from central banks of which is a non-operational deposit (as defined in the LCR). | Paragraphs 24 (d) and 25 (a). |
| 15 | ASF- UnOD from CB NDB PSE MDB Sov with mat more than 1yr | BIS] Unsecured non-operational deposit funding from central bank (CB), Public sector enterprises (PSE), National development bank (NDB), Multilateral development bank (MDB) and sovereigns with a deposit maturity of more than 1 year, and cash flow maturity of less than 1 year. | This assumption specifies unsecured funding from central banks of which is a non-operational deposit (as defined in the LCR). | Paragraphs 24 (d) and 25 (a). |
| 16 | ASF-UOth funds from central bank with maturity less than 1yr | [BIS] Unsecured other funds (non deposits) from central banks with an account maturity of less than 1 year. | This assumption specifies unsecured funding from central banks of which are not deposits. | Paragraphs 24 (d) and 25 (a). |
| 17 | ASF- UnOth from CB PSE MDB NDB Sov with mat more than 1yr | BIS] Unsecured other funding (non deposits) from central bank (CB), Public sector enterprises (PSE), National development bank (NDB), Multilateral development bank (MDB) and sovereigns with a deposit maturity of more than 1 year, and cash flow maturity of less than 1 year. | This assumption specifies unsecured funding from central banks of which are not deposits. | Paragraphs 24 (d) and 25 (a). |
| Unsecured Funding from Sovereigns/PSEs/MDBs/NDBs-ASF Factor | ||||
| 18 | ASF- UOD from PSE NDB MDB with maturity less than a year | [BIS] Unsecured operational deposit (UOD) funding from sovereigns, Public sector entities (PSE), Multilateral development banks (MDB), and National development banks (NDB) with maturity less than 1 year. | This assumption specifies the unsecured funding from sovereigns/PSEs/MDBs/NDBs of which is an operational deposit (as defined in the LCR). | Paragraphs 24 (b) and (c). |
| 19 | ASF- UnOD from PSE NDB MDB with maturity less than a year | [BIS] Unsecured non-operational (UnOD) deposit funding from sovereigns, Public sector entities (PSE), Multilateral development banks (MDB), and National development banks (NDB) with maturity less than 1 year. | This assumption specifies unsecured funding from sovereigns/PSEs/MDBs/NDBs of which is a non-operational deposit (as defined in the LCR). | Paragraphs 24 (b) and (c). |
| 20 | ASF- UnOth from PSE NDB MDB with maturity less than a year | [BIS] Unsecured other funding (UnOth) from sovereigns, Public sector entities (PSE), Multilateral development banks (MDB), and National development banks (NDB) with maturity less than 1 year. | This assumption specifies unsecured funding from sovereigns/PSEs/MDBs/NDBs of which is non-deposit unsecured funding. | Paragraphs 24 (b) and (c). |
| Unsecured Funding from Other Legal Entities (including financial institutions) | ||||
| 21 | ASF- UOD funds from financ insti with maturity less than 1yr | [BIS] Unsecured operational deposit funding from financial corporates with a remaining maturity of less than 1 year. | This assumption specifies unsecured funding from other legal entities (including financial corporates and financial institutions) of which is an operational deposit (as defined in the LCR). | Paragraphs 24 (d) and 25 (a). |
| 22 | ASF- UOD funds from other LE with maturity less than 1yr | [BIS]: Unsecured operational deposit funding (UOD) from all other legal entities (LE) with a remaining maturity of less than 1 year. | This assumption specifies unsecured funding from other legal entities (including financial corporates and financial institutions) of which is an operational deposit (as defined in the LCR). | Paragraphs 24 (d) and 25 (a). |
| 23 | ASF- UOD funds from finan insti with maturity more than 1yr | [BIS] Unsecured operational deposit funding from financial corporates with a remaining account maturity of more than 1 year, but cash flows maturing less than 1 year. | This assumption specifies unsecured funding from other legal entities (including financial corporates and financial institutions) of which is an operational deposit (as defined in the LCR). | Paragraphs 24 (d) and 25 (a). |
| 24 | ASF- UnOD funds from other LE with maturity more than 1yr | [BIS]: Unsecured operational deposit funding (UOD) from all other legal entities (LE) with a remaining maturity more than 1 year, but cash flows maturing in less than 1 year. | This assumption specifies unsecured funding from other legal entities (including financial corporates and financial institutions) of which is an operational deposit (as defined in the LCR). | Paragraphs 24 (d) and 25 (a). |
| 25 | ASF- UnOD funds from financ inst with maturity less than 1yr | [BIS] Unsecured non-operational deposit funding from financial corporates with a remaining maturity of less than 1 year. | This assumption specifies unsecured funding from other legal entities (including financial corporates and financial institutions) of which is a non-operational deposit (as defined in the LCR). | Paragraphs 24 (d) and 25 (a). |
| 26 | ASF-UnOD funds from other LE with maturity less than 1yr | [BIS]: Unsecured non-operational deposit funding (UnOD) from all other legal entities (LE) with a remaining maturity of less than 1 year. | This assumption specifies unsecured funding from other legal entities (including financial corporates and financial institutions) of which is a non-operational deposit (as defined in the LCR). | Paragraphs 24 (d) and 25 (a). |
| 27 | ASF- UnOD from finan insti with maturity more than 1 yr | [BIS] Unsecured non-operational deposit funding from financial corporates with a remaining account maturity of more than 1 year, but cash flows maturing less than 1 year. | This assumption specifies unsecured funding from other legal entities (including financial corporates and financial institutions) of which is a non-operational deposit (as defined in the LCR). | Paragraphs 24 (d) and 25 (a). |
| 28 | ASF- UnOD funds from other LE with maturity greater than a year | [BIS]: Unsecured non-operational deposit funding (UnOD) from all other legal entities (LE) with a remaining maturity more than 1 year, but cash flows maturing in less than 1 year. | This assumption specifies unsecured funding from other legal entities (including financial corporates and financial institutions) of which is a non-operational deposit (as defined in the LCR). | Paragraphs 24 (d) and 25 (a). |
| 29 | ASF-UnOth funds from finan inst with maturity less than 1yr | [BIS] Unsecured other funding from financial corporates with a remaining maturity of less than 1 year. | This assumption specifies unsecured funding from other legal entities (including financial corporates and financial institutions) of which is non-deposit unsecured funding. | Paragraphs 24 (d) and 25 (a). |
| 30 | ASF-Unoth funds from other LE with maturity less than 1yr | [BIS] Unsecured other funding (UnOth) from other legal entities (LE) with a remaining maturity of less than 1 year. | This assumption specifies unsecured funding from other legal entities (including financial corporates and financial institutions) of which is non-deposit unsecured funding. | Paragraphs 24 (d) and 25 (a). |
| 31 | ASF- UnOth funds from other LE with maturity more than 1yr | [BIS]: Unsecured other funding (UnOth) from all other legal entities (LE) with a remaining maturity more than 1 year, but cash flows maturing in less than 1 year. | This assumption specifies unsecured funding from other legal entities (including financial corporates and financial institutions) of which is non-deposit unsecured funding. | Paragraphs 24 (d) and 25 (a). |
| Deposits from Members of the same Cooperative Network of Banks- ASF Factor | ||||
| 32 | ASF-Deposits in network of coop bank with mat less than 1yr | [BIS] Deposits from members of the same cooperative network of banks subject to national discretion with a remaining maturity of less than 1 year. | This assumption specifies the deposits from members of the same cooperative network of banks subject to national discretion as defined in FN 10 | Paragraphs 24 (d) and footnote (10). |
| 33 | ASF-Deposits from co op banks with mat more than 1 yr | [BIS] Deposits from members of the same cooperative network of banks subject to national discretion with a remaining maturity of more than 1 year. | This assumption specifies the deposits from members of the same cooperative network of banks subject to national discretion as defined in FN 10. | Paragraphs 24 (d) and footnote (10). |
| Secured Borrowings and Liabilities | ||||
| 34 | ASF- Sec deposits from sov, PSE and other parties | Secured deposits from sovereigns, Public sector enterprises (PSE), National development banks (NDB), Multilateral development banks (MDB), central banks and other parties with a residual maturity of less than a year. | This assumption specifies the secured deposits from PSE, MDB, NDB, sovereigns, central banks, and other parties. | Paragraphs 21(c), 24, 25(a) |
| 35 | ASF- Sec borr from sov, PSE and other parties | Other Secured liabilities from Retail, Small business enterprises(SME), sovereigns, Public sector enterprises (PSE), National development banks (NDB), Multilateral development banks (MDB), central banks and other parties with a residual maturity of less than a year. | This assumption specifies the other secured liabilities from PSE, MDB, NDB, sovereigns, SME, Retail and other counterparties. | Paragraphs 21(c), 24, 25(a) |
| 36 | ASF- Sec borr and dep from corp with maturity less than a yr | Secured deposits and other liabilities from financial and non-financial corporates with maturity less than a year. | This assumption specifies the secured borrowings and liabilities (including secured term deposits) - financial and non-financial corporate. | Paragraphs 21(c), 24, 25(a) |
| 37 | ASF- Sec dep and funds mat more than a year; CF within 1yr | Secured funds from central bank, PSE, sov, NDB, MDB, financial and non-financial corporates and other parties where residual maturity is greater than a year and CF falling within a year. | This assumption specifies the secured borrowings and liabilities from Sovereigns, PSE, MDB, NDB, central bank, financial and non-financial corporates and others. | Paragraphs 21(c), 24, 25(a) |
| 38 | ASF- Sec deposits from wholesale SME | Secured deposits from Small and medium enterprises (SME) which are treated as wholesale. | This assumption specifies the secured deposits from SME treated as wholesale. | Paragraphs 21(c), 24, 25(a) |
| 39 | ASF- Sec funds from corp mat more than 1yr, CF within 1yr | Secured deposits and other liabilities from financial and non-financial corporates with residual maturity more than a year, and cash flows falling within one year. | This assumption specifies the secured borrowings and liabilities (including secured term deposits) - financial and non-financial corporate. | Paragraphs 21(c), 24, 25(a) |
| Other Liability and Equity Categories -ASF factor | ||||
| 40 | ASF- Trade date payables | [BIS]: Trade date payables arising from purchases of foreign currencies, financial instruments and commodities that are expected to settle or have failed but are expected to settle within the standard settlement cycle. | This assumption specifies trade date payables. | Paragraph 25 (d) |
| 41 | ASF- Liabilities with open maturity | [BIS]: Secured deposits and all other borrowings and which do not have a stated maturity. | This assumption specifies liabilities without a stated maturity. | Paragraph 25 (b) |
| 42 | ASF-Borrowings and Liabilities with maturities beyond 1yr | [BIS]: Borrowings and liabilities with residual maturities and cash flows falling beyond 1 year. | This assumption specifies the total amount of secured and unsecured borrowings and liabilities (including term deposits) with effective residual maturities of one year or more (Catch all for cash flows beyond 1 year). | Paragraph 21 (c) |