1. Liquidity Risk Regulatory Calculations for Hong Kong Monetary Authority User Guide
  2. Core Funding Ratio Calculation
  3. Process Flow
  4. Computing Required Amount of Core Funding
  5. Computing Off-Balance Sheet Items

7.2.3.1 Computing Off-Balance Sheet Items

Off-Balance Sheet items are considered under the application of the RCF factor and are given the appropriate factor as guided. Some combinations, such as the line of credit, have a predefined RCF factor as guided and are available as preseeded assumptions. Other off-balance sheet products, such as Variable Rate Demand Notes (VRDN) and Adjustable Rate Notes (ARN), do not have predefined factors and are left to the discretion of the jurisdictions. For such products, define assumptions and apply desired RCF factors as applicable.