6.4.1.2 Required Stable Funding (RSF)
This section enlists all the preseeded assumptions acting on assets and off-balance sheet items that receive an RSF factor.
Table 5-5 Preconfigured RSF Assumptions HKMA NSFR
| Sl. No. | Business Assumption Name | Business Assumption Description | Regulatory Requirement Addressed | Regulatory Reference |
|---|---|---|---|---|
| 1 | HKMA RSF- Coins and Banknotes | [HKMA]: RSF - Coins, banknotes, cash, and restricted cash held by the bank. | The RSF factor applicable to coins, banknotes, and cash held by the bank, is predefined as a part of this assumption. This assumption applies a 0% RSF factor on the coins, banknotes, and cash held by the bank. | Paragraph 44 |
| 2 | HKMA RSF- Central Bank Reserves | [HKMA]: RSF - All central bank reserves, including, required reserves and excess reserves. | The RSF factors applicable to required and excess Central Bank reserves are predefined as a part of this assumption. This assumption applies a 0% RSF factor to all Central Bank reserves. | Paragraph 45 |
| 3 | HKMA RSF- Encumbered Claims on Central Banks | [HKMA]: RSF- Encumbered loans and other claims on central banks | The RSF factors applicable to fully performing encumbered loans and claims on Central Banks, maturing within a year, and encumbrance period 1 year or more are predefined as part of this assumption. For the debt securities issued and guaranteed by central banks with encumbrance period of fewer than 6 months, the assumption applies 0%, 50%, and 100% RSF factors based on a remaining maturity of fewer than 6 months, between 6 months and 1 year, and 1 year or more, respectively. For debt securities issued and guaranteed by central banks with encumbrance period of between 6 months and 1 year, the assumption applies 50%, and 100% RSF factors based on a remaining maturity of less than 1 year and 1 year or more, respectively. For the balances and loans of central banks with encumbrance period of fewer than 6 months and between 6 months to 1 year, having risk weight of less than equal to 20%, the assumption applies 0%, 50%, and 65% RSF factors based on a remaining maturity of fewer than 6 months, between 6 months and 1 year, and 1 year or more, respectively. For the balances and loans of central banks with encumbrance period of fewer than 6 months and between 6 months to 1 year, having risk weight of greater than 20%, the assumption applies 0%, 50%, and 85% RSF factors based on a remaining maturity of fewer than 6 months, between 6 months and 1 year, and 1 year or more, respectively. A 100% RSF factor is applied to all assets maturing within a year and encumbrance period of 1 year or more. | Paragraphs 45 to 48 and Annexure 3 |
| 4 | HKMA RSF- Unencumbered Loans to FI Secured by L1 Asset | [HKMA]: RSF - Unencumbered loans to financial institutions where the loan is secured against Level 1 assets as defined in the LCR. | The RSF factors applicable to the unencumbered loans given to financial institutions secured by a level 1 asset, with residual maturity less than 1 year, are predefined as a part of this assumption. The assumption applies RSF factor of 10%, 50%, 100% on the unencumbered secured loans given to financial institutions secured by level 1 asset with a remaining maturity of fewer than 6 months, between 6 months to 1 year, and 1 year or more respectively, where the collateral received can be rehypothecated for the life of the loan. The assumption applies RSF factor of 15%, 50%, 100% on the unencumbered secured loans given to financial institutions secured by level 1 asset with a remaining maturity of fewer than 6 months, between 6 months to 1 year, and 1 year or more respectively, where the collateral received cannot be rehypothecated for the life of the loan. |
Paragraphs 55 and 56 Annexure 3 |
| 5 | HKMA RSF- Encumbered Loans to FIs Secured by L1 Asset | [HKMA]: RSF - Encumbered loans to financial institutions where the loan is secured against Level 1 assets as defined in the LCR. | The RSF factors applicable to the encumbered loans given to financial institutions secured by a level 1 asset, with residual maturity less than 1 year, are predefined as a part of this assumption. The assumption applies relevant RSF factors on the encumbered secured loans based on the encumbrance period and residual maturity. The Level 1 asset received as collateral can further be rehypothecated to raise funds. |
Paragraphs 55 and 56 Annexure 3 |
| 6 | HKMA RSF- Encumbered Loans to FIs Secured by Non-L1 Assets | [HKMA]: RSF - Encumbered loans to financial institutions where the loan is secured against assets belonging to levels other than level 1, as defined in the LCR. | The RSF factors applicable to the encumbered loans given to financial institutions secured by assets belonging to levels other than level 1, with residual maturity less than 1 year, are predefined as a part of this assumption. The assumption applies relevant RSF factor on the encumbered secured loans based on the residual maturity and encumbrance period of the loan. |
Paragraphs 55 and 56 Annexure 3 |
| 7 | HKMA RSF- Encumbered Unsecured Loans to FIs | [HKMA]: RSF - Encumbered unsecured loans to financial institutions. | The RSF factors applicable to the encumbered unsecured loans given to financial institutions, with residual maturity less than 1 year, are predefined as a part of this assumption. The assumption applies relevant RSF factor on the encumbered secured loans given to financial institutions based on the residual maturity and encumbrance period of the loan. |
Paragraphs 55 and 56 Annexure 3 |
| 8 | HKMA RSF- Unencumbered Loans to Others - Maturity in 1yr | [HKMA]: RSF - Unencumbered loans with residual maturity less than a year to other counterparties, that is, Non-financial corporates, retail and small business customers, sovereigns, Public sector enterprises, and sovereigns. | The RSF factors applicable to fully performing unencumbered loans to non-financial corporates, retail and small business customers, sovereigns, Public sector enterprises, and sovereigns, with a remaining maturity of less than 1 year, are predefined as part of this assumption. This assumption applies 50% RSF factors on the loans to non-financial corporates, retail and small business customers, sovereigns, Public sector enterprises, and sovereigns with a remaining maturity of less than 1 year. | Paragraphs 57, 58, 59 |
| 9 | HKMA RSF- Encumbered Loans to Others - Maturity in 1yr | [HKMA]: RSF - Encumbered loans with residual maturity less than a year to other counterparties, that is, Non-financial corporates, retail and small business customers, sovereigns, Public sector enterprises, and sovereigns. | The RSF factors applicable to fully performing encumbered loans to non-financial corporates, retail and small business customers, sovereigns, Public sector enterprises, and sovereigns, with a remaining maturity of less than 1 year, are predefined as part of this assumption. This assumption applies 50% RSF factors on the encumbered loans to non-financial corporates, retail and small business customers, sovereigns, Public sector enterprises, and sovereigns with a remaining maturity of less than 1 year. |
Paragraphs 57, 58, 59 Annexure 3 |
| 10 | HKMA RSF- Encumbered Loans to Others - Maturity over 1yr | [HKMA]: RSF - Encumbered loans with residual maturity more than a year to other counterparties, that is, Non-financial corporates, retail and small business customers, sovereigns, Public sector enterprises, and sovereigns. | The RSF factors applicable to fully performing encumbered loans to non-financial corporates, retail and small business customers, sovereigns, Public sector enterprises, and sovereigns, with a remaining maturity of more than 1 year with standardized risk weights under Basel 2 approach, are predefined as part of this assumption. This assumption applies relevant RSF factors on the encumbered loans based on the residual maturity, encumbrance period and the risk weigh associated to the loan. |
Paragraphs 57, 58, 59 Annexure 3 |
| 11 | HKMA RSF- Unencumbered Non HQLA Assets | [HKMA]: RSF - Unencumbered securities, with maturity less than 1 year, which does not qualify as High quality liquid assets under the LCR Rule. | The RSF factors applicable to unencumbered securities, with a remaining maturity of less than 1 year and which do not qualify, as High quality liquid assets under the LCR Rule, are predefined as part of this assumption. The assumption applies a 50% RSF factor on unencumbered securities, which do not qualify as High quality liquid assets under the LCR Rule, with a remaining maturity of less than 1 year. | Paragraphs 50, 51, 52, 53 |
| 12 | HKMA RSF- Encumbered Non HQLA Assets | [HKMA]: RSF - Encumbered portion of securities, with maturity less than 1 year, which does not qualify as High quality liquid assets under the LCR Rule. | The RSF factors applicable to the encumbered portion of the securities, with a remaining maturity of less than 1 year and which do not qualify as High quality liquid assets under the LCR Rule, are predefined as part of this assumption. The assumption applies a 50% RSF factor on the encumbered portion of the securities, with a remaining maturity of less than 1 year, encumbrance period of less than 1 year, and which do not qualify as High quality liquid assets under the LCR Rule. It applies a 100% RSF factor on the encumbered portion of the securities, with a remaining maturity of less than 1 year, encumbrance period of 1 year or more, and which do not qualify as High quality liquid assets under the LCR Rule. |
Paragraphs 50, 51, 52, 53 Annexure 3 |
| 13 | HKMA RSF- Encumbered Non HQLA Assets - Maturity over 1yr | [HKMA]: RSF - The encumbered portion of securities, with a maturity greater than 1 year which does not qualify as HQLA under the LCR Rule. | The RSF factors applicable to the encumbered portion of the securities, with a remaining maturity of more than 1 year and which do not qualify as High quality liquid assets under the LCR Rule, are predefined as part of this assumption. The assumption applies an 85% RSF factor on the encumbered portion of the securities, with a remaining maturity of 1 year or more, encumbrance period of less than 1 year and which do not qualify as High quality liquid assets under the LCR Rule. It applies a 100% RSF factor on the encumbered portion of the securities, with a remaining maturity of 1 year or more, encumbrance period of 1 year or more and which do not qualify as High quality liquid assets under the LCR Rule. |
Paragraphs 50, 51, 52, 53 Annexure 3 |
| 14 | HKMA RSF- Unencumbered L1 Assets | [HKMA]: RSF - Unencumbered assets that qualify for inclusion in Level 1 of High quality liquid assets as defined in the LCR. | The RSF factors applicable to unencumbered assets, which qualify for inclusion in Level 1 of High quality liquid assets as defined in the LCR, are predefined as a part of this assumption. The assumption applies a 5% RSF factor on the unencumbered Level 1 assets. | Paragraph 49 |
| 15 | HKMA RSF- Unencumbered L2A and L2B Assets | [HKMA]: RSF - Unencumbered assets that qualify for inclusion in Level 2A and 2B of High quality liquid assets as defined in the LCR. | The RSF factors applicable to unencumbered assets, which qualify for inclusion in Level 2A, and 2B of High-quality liquid assets as defined in the LCR, are predefined as a part of this assumption. The assumption applies a 15% RSF factor on the unencumbered Level 2A assets and an RSF factor of 50% on the unencumbered Level 2B assets. | Paragraph 49 |
| 16 | HKMA RSF- Encumbered L1 Assets | [HKMA]: RSF - Encumbered portion of assets that qualify for inclusion in Level 1 of High quality liquid assets as defined in the LCR. | The RSF factors applicable to the encumbered portion of assets, which qualify for inclusion in Level 1 of High-quality liquid assets as defined in the LCR, are predefined as a part of this assumption. The assumption applies 50% and 100% RSF factors on the encumbered portion of Level 1 assets, with encumbrance period of less than 1-year and 1 year or more respectively. | Annexure 3 |
| 17 | HKMA RSF- Encumbered L2 Assets | [HKMA]: RSF - Encumbered portion of assets that qualify for inclusion in Level 2A and 2B of High quality liquid assets as defined in the LCR. | The RSF factors applicable to the encumbered portion of assets, which qualify for inclusion in Level 2A, and 2B of High-quality liquid assets as defined in the LCR, are predefined as a part of this assumption. The assumption applies 15%, 50%, and 100% RSF factors on the encumbered portion of Level 2A assets, with encumbrance period of fewer than 6 months, between 6 months to 1-year and 1 year or more respectively. It applies 50% and 100% RSF factors on the encumbered portion of Level 2B assets, with encumbrance period of less than 1-year and 1 year or more respectively. | Annexure 3 |
| 18 | HKMA RSF- Unencumbered Operational Balance with Other Banks | [HKMA]: RSF - Operational portion of Unencumbered deposits held at other financial institutions, for operational purpose and is subject to the 50% ASF treatment. | The RSF factors applicable to the operational portion of unencumbered deposits held at other financial institutions to fulfill the operational requirements, with a remaining maturity of less than 1 year, are predefined as part of this assumption. The assumption applies RSF factor of 50% and 100% on the operational portion of unencumbered deposits held at other financial institutions, with a remaining maturity of less than 1-year and 1 year or more respectively. | Paragraph 54 |
| 19 | HKMA RSF- Unencumbered Non Operational Bal with Other Banks | [HKMA]: RSF - Nonoperational portion of Unencumbered deposits held at other financial institutions, for operational purpose and is subject to the 50% ASF treatment. | The RSF factors applicable to the non-operational portion of unencumbered deposits held at other financial institutions to fulfill the operational requirements, with a remaining maturity of less than 1 year, are predefined as part of this assumption. The assumption applies RSF factor of 15%, 50%, and 100% on the non-operational portion of unencumbered deposits held at other financial institutions, with a remaining maturity of fewer than 6 months, between 6 months to 1-year and 1 year or more respectively. | Paragraph 54 |
| 20 | HKMA RSF- Encumbered Residential Mortgage Loans | [HKMA]: RSF - Encumbered residential mortgage loans which would qualify for a) 35% or lesser risk weight as per Basel 2 standardized approach for credit risk b) higher than 35% risk weight as per Basel 2 standardized approach for credit risk. | The RSF factors applicable to fully performing encumbered residential mortgage loans, with standardized risk weights under Basel 2 approaches, are per defined as part of this assumption. This assumption applies RSF factors of 50% and 65% on the encumbered residential mortgage loans, with a remaining maturity of less than 1 year and greater than equal to 1 year respectively, encumbrance period is less than 1 year and risk weight is less than or equal to 35%. It applies an RSF factor of 100% on the encumbered residential mortgage loans with a remaining maturity of more than 1 year, encumbrance period of more than 1 year and risk weight is more than 35%. | Annexure 3 |
| 21 | HKMA RSF- Trade Date Receivables | [HKMA]: RSF - Trade date receivables 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. | The RSF factor applicable to trade date receivables 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, are predefined as part of this assumption. The assumption applies a 0% RSF factor to the trade receivables, which expected to settle within the settlement cycle. | Paragraph 65 |
| 22 | HKMA RSF- Unencumbered Commodities | [HKMA]: RSF - Unencumbered physically traded commodities, including gold. | The RSF Factor applicable to unencumbered physically traded commodities is defined as a part of this assumption. The assumption applies an 85% factor. | Paragraph 53 |
| 23 | HKMA RSF- Encumbered Commodities | [HKMA]: RSF - Encumbered physically traded commodities including gold. | The RSF Factor applicable to encumbered physically traded commodities is defined as a part of this assumption. The assumption applies a factor based on the encumbrance period. | Paragraph 53 |
| 24 | HKMA RSF- Encumbered deposits with other banks | [HKMA]: RSF- Encumbered deposits, held at other financial institutions, for operational purpose and are subject to the 50% ASF treatment. | The RSF factors applicable to operational portion of encumbered deposits held at other financial institutions to fulfill the operational requirements, maturing within a year and encumbrance period 1 year or more, are predefined as part of this assumption. For the deposits with encumbrance period of less than 6 months up to 1 year, the assumption applies 50%, 50%, 100% and 100% RSF factors based on a remaining maturity of less than 6 months, between 6 months and 1 year, 1 year or more, and with no specified term to maturity, respectively. The assumption applies 100% RSF for deposits with encumbrance period of 1 year or more. |
Annexure 3 |
| 25 | HKMA RSF- Unencumbered Claims - Cent Banks - Cash flow basis | [HKMA]: RSF- Unencumbered loans and other claims on central banks, with remaining maturity greater than 1 year and where the cash flows are occurring within 1 year | The RSF factors applicable to fully performing unencumbered loans and claims on central banks, with remaining maturity of more than 1 year, are predefined as part of this assumption. This assumption applies 0%, 50% and 100% RSF factors to the debt securities issued or guaranteed by central banks with remaining maturity of less than 6 months, between 6 months and 1 year, and 1 year or more respectively. It also applies RSF factor of 0%, 50% and 65% to the balances and loans of central banks having risk weight of less than and equal to 20% with remaining maturity of less than 6 months, between 6 months and 1 year, and 1 year or more respectively. The assumption also applies RSF factor of 0%, 50% and 85% to the balances and loans of central banks having risk weight of greater than 20% with remaining maturity of less than 6 months, between 6 months and 1 year, and 1 year or more respectively. | Paragraphs 45 to 48 and Annexure 3 |
| 26 | HKMA RSF- Unencumbered Loan to FI with L1 Asset-cashflow | [HKMA]: RSF- Unencumbered loans to financial instituitions where the loan is secured against Level 1 assets, with remaining maturity greater than 1 year and where the cash flows are occurring within 1 year, as defined in the LCR. | The RSF factors applicable on the unencumbered loans given to financial institutions secured by a level 1 asset, with residual maturity of more than 1 year, are predefined as a part of this assumption. The assumption applies RSF factor of 10%,50%,100% on the unencumbered secured loans given to financial institutions secured by level 1 asset with cashflow maturity of less than 6 months, 6 months to 1 year and 1 year or more respectively, where the collateral received can be re-hypothecated for the life of loan. The assumption applies RSF factor of 15%,50%,100% on the unencumbered secured loans given to financial institutions secured by level 1 asset with cashflow maturity of less than 6 months, 6 months to 1 year and 1 year or more respectively, where the collateral received cannot be re-hypothecated for the life of loan. |
"Paragraphs 55 and 56 Annexure 3" |
| 27 | HKMA RSF- Unencumbered Loan to FI with Non-L1 Asset-cashflow | [HKMA]: RSF- Unencumbered loans to financial instituitions whre the loan is secured against Level 1 assets, with remaining maturity greater than 1 year and where the cash flows are occurring within 1 year, as defined in the LCR. | The RSF factors applicable on the unencumbered loans given to financial institutions secured by assets belonging to levels other than level 1, with residual maturity of more than 1 year, are predefined as a part of this assumption. The assumption applies RSF factor of 15%, 50%, and 100% on the unencumbered secured loans given to financial institutions secured by assets belonging to levels other than level 1 with cashflow maturity of less than 6 months, 6 months to 1 year and 1 year or more respectively. |
"Paragraphs 55 and 56 Annexure 3" |
| 28 | HKMA RSF- Unencumbered Unsecured Loans to Fis - cashflow | [HKMA]: RSF- Unencumbered unsecured loans excluding overdrafts to financial institutions on with remaining maturity greater than 1 year and where the cash flows are occurring within 1 year. | The RSF factors applicable on the unencumbered unsecured loans given to financial institutions, with residual maturity of more than 1 year, are predefined as a part of this assumption. The assumption applies RSF factor of 15%, 50%, and 100% on the unencumbered unsecured loans given to financial institutions, with cashflow maturity of less than 6 months, 6 months to 1 year and 1 year or more respectively. |
"Paragraphs 55 and 56 Annexure 3" |
| 29 | HKMA RSF- Unencumbered Loans to Others - cashflow | [HKMA]: RSF- Unencumbered loans with residual maturity and cashflow occurring before 1 year more than a year to other counterparties i.e. Non financial corporates, retail and small business customers, sovereigns, Public sector enterprises and sovereigns. | The RSF factors applicable to fully performing unencumbered loans to non-financial corporates, retail and small business customers, sovereigns, Public sector enterprises and sovereigns, with remaining maturity of more than 1 year with standardized risk weights under Basel 2 approach, are per defined as part of this assumption. This assumption applies a 65 % RSF factors on the loans to non-financial corporates, retail and small business customers, sovereigns, Public sector enterprises and sovereigns with cashflow maturity of more than 1 year and risk weight more than or equal to 35%. It applies a RSF factor of 85% on the loans to non-financial corporates, retail and small business customers, sovereigns, Public sector enterprises and sovereigns with cashflow maturity of more than 1 year and risk weight greater than 35%. It applies 50% RSF factors on the loans to non-financial corporates, retail and small business customers, sovereigns, Public sector enterprises and sovereigns with cashflow maturity of less than 1 year. | Paragraphs 57, 58, 59 |
| 30 | HKMA RSF- Unencumbered Non HQLA Securities-Cashflow Basis | [HKMA]: RSF- Unencumbered securities, with remaining maturity greater than 1 year and where the cash flows are occurring within 1 yearand which do not qualify as HQLA under the LCR Rule | The RSF factors applicable to unencumbered securities, with remaining maturity of more than 1 year and which do not qualify as High quality liquid assets under the LCR Rule , are predefined as part of this assumption. The assumption applies a 85% RSF factor on unencumbered securities, with remaining maturity of more than 1 year and which do not qualify as High quality liquid assets under the LCR Rule. It applies a 50% RSF factor on unencumbered securities, which do not qualify as High quality liquid assets under the LCR Rule, with cashflow maturity of less than 1 year | Paragraphs 50, 51, 52, 53 |
| 31 | HKMA RSF- Unencumbered Residential Mortgage Loans - cashflow | [HKMA]: RSF- Unencumbered residential mortgage loans which would qualify for a) 35% or lesser risk weight as per Basel 2 standardized approach for credit risk b) higher than 35% risk weight as per Basel 2 standardized approach for credit risk and with remaining maturity greater than 1 year and where the cash flows are occurring within 1 year | The RSF factors applicable to unencumbered residential mortgage loans, with standardized risk weights under Basel 2 approach having residual maturity of more than 1 year, are predefined as part of this assumption. The assumption applies RSF factors of 50% and 65% on the unencumbered residential mortgage loans, with cashflow maturity of less than 1 year and 1 year or more respectively, with risk weights less than or equal to 35%. It applies RSF factors of 50% and 85% on the unencumbered residential mortgage loans, with cashflow maturity of less than 1 year and 1 year or more respectively, with risk weights greater than 35%. | Paragraphs 57, 58, 59 |
| 35 | HKMA RSF- Unencumbered Unsecured Loans to Fis - cashflow | [HKMA]: RSF- Unencumbered unsecured loans excluding overdrafts to financial instituitions. | The RSF factor on unencumbered unsecured loans to financial instituitions., are predefined as part of this assumption. This assumption applies a 15% RSF for remaining maturity of fewer than 6 months, a 50% RSF factor for remaining maturity between 6 months to 1 year and a 100% RSF factor for remaining maturity of 1 year or more . The assumptions also apply a 100% RSF factor for open maturity products. | Paragraphs 55 and 56 |
| 39 | HKMA RSF- Encumbered portion of Coins and Banknotes | [HKMA]: RSF- Encumbered portion of Coins, banknotes, cash and restricted cash held by the bank. | The RSF factor on encumbered portion of Coins, banknotes, cash and restricted cash held by the bank, are predefined as part of this assumption. This assumption applies a 0% RSF for remaining maturity of fewer than 6 months, a 50% RSF factor for remaining maturity between 6 months to 1 year and a 100% RSF factor for remaining maturity of 1 year or more . | Annex 3 |
| 40 | HKMA RSF- Trade Date Receivables - Encumbered | [HKMA]: RSF- Encumbered portion of the trade date recievables 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. | The RSF factor on encumbered portion of the trade date recievables 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, are predefined as part of this assumption. This assumption applies a 0% RSF for remaining maturity of fewer than 6 months, a 50% RSF factor for remaining maturity between 6 months to 1 year and a 100% RSF factor for remaining maturity of 1 year or more . | Annex 3 |
| 41 | HKMA RSF- Unencumbered Other Assets | [HKMA]: RSF- RSF- Unencumbered Other Assets- it coveres the records which are not covered in other reporing lines | It coveres interest portion of those unencumbered records which are not captured by other reporing lines and assign appropriat RSF Factors | Paragraphs 66 and 67 |
| 42 | HKMA RSF- Encumbered Other Assets | [HKMA]: RSF- Encumbered portion of the other assets. | [HKMA]: RSF- Encumbered portion of the other assets. | Annex 3 |
| 43 | HKMA RSF- Credit card Loans to Others - cashflow | [HKMA]: RSF- Credit card loans to other counterparties i.e. Non financial corporates, retail and small business customers, sovereigns, Public sector enterprises | The RSF factor on credit card loans to other counterparties i.e. Non financial corporates, retail and small business customers, sovereigns, Public sector enterprises , are predefined as part of this assumption. | Paragraphs 57, 58, and 59 |
| 44 | HKMA RSF- Unsecured credit card Loans to Fis - cashflow | [HKMA]: RSF- credit card loans cashflows to financial instituitions. | The RSF factor on credit card loans cashflows to financial instituitions., are predefined as part of this assumption. | Paragraphs 55 and 56 |
| 45 | HKMA RSF- Unsecured Loans to Fis Min amount | [HKMA]: RSF- Minimum amount due for Unencumbered unsecured loans to financial instituitions. | The RSF factor on Minimum amount due for Unencumbered unsecured loans to financial instituitions, are predefined as part of this assumption. | Paragraphs 55 and 56 |
| 46 | HKMA RSF- Credit cardLoans to Others - min amt due | [HKMA]: RSF- Minimum Amount due for credit card loans to other counterparties i.e. Non financial corporates, retail and small business customers, sovereigns, Public sector enterprises and sovereigns. | The RSF factor on Minimum Amount due for credit card loans to other counterparties i.e. Non financial corporates, retail and small business customers, sovereigns, Public sector enterprises and sovereigns, are predefined as part of this assumption. | Paragraphs 57, 58 and 59 |