5.3.1.1 Available Stable Funding Factor
This section enlists all the pre-seeded assumptions acting on liabilities and capital items which receive an ASF factor.
Table 4-4 List of pre-seeded assumptions
| Assumption Name | Assumption Description | Regulatory Requirement Addressed | Regulatory Reference : MAS Notice 652 |
|---|---|---|---|
| MAS ASF-Capital items, DTL and minority interest | ASF on gross tier 1, additional tier 1, tier 2 capital, Deferred tax liabilities and minority interest | This assumption defines the long-term funding sources with effective maturity of one year or more, primarily tier 1 and tier 2 capital instruments along with deferred tax liability and minority interest, which are assigned a 100% ASF factor for the NSFR computation. | Paragraph 6(a) |
| MAS ASF- Stable retail deposits with maturity less than 1yr | ASF on stable and highly stable deposits as defined in the LCR from customers treated as retail with a remaining maturity of less than a year. | The ASF factors applicable to the stable and highly stable portion of deposits, from retail customers and SMEs treated like retail customers for the purposes of LCR are pre-defined as part of this assumption. This assumption applies a 95% ASF factor on the stable and highly stable portion of the retail deposits with maturity of less than 1 year. | Paragraph 6(c), 7(a), 7(b) |
| MAS ASF- Stable retail deposits with maturity more than 1yr | ASF on stable and highly stable deposits as defined in the LCR from customers treated as retail with a remaining maturity of more than a year. | The ASF factors applicable to the stable and highly stable portion of deposits, from retail customers and SMEs treated like retail customers for the purposes of LCR are pre-defined as part of this assumption. This assumption applies a 95% ASF factor on the stable and highly stable portion of cash flows with cash flow maturity within 1 year and a 100% ASF factor on the stable and highly stable portion of cash flows with cash flow maturity of 1 year or more. | Paragraph 6(c), 7(a), 7(b) |
| MAS ASF-Less stable deposit with maturity less than 1yr | ASF on less stable deposits as defined in the LCR from customers treated as retail with a remaining maturity of less than a year. | The ASF factors applicable to the less stable portion of deposits, from retail customers and SMEs treated like retail customers for the purposes of LCR are pre-defined as part of this assumption. This assumption applies a 90% ASF factor on the stable portion of the retail deposits with maturity of less than 1 year. | Paragraph 6(c), 8(a), 8(b) |
| MAS ASF-Less stable retail deposits- Cash flow basis | ASF on less stable deposits as defined in the LCR from customers treated as retail with a remaining maturity of more than a year. | The ASF factors applicable to the less stable portion of deposits, from retail customers and SMEs treated like retail customers for the purposes of LCR are pre-defined as part of this assumption. This assumption applies a 90% ASF factor on the less stable portion of cash flows with cash flow maturity within 1 year and a 100% ASF factor on the less stable portion of cash flows with cash flow maturity of 1 year or more. | Paragraph 6(c), 8(a), 8(b) |
| MAS ASF-Unsec funds from nonfin corp with mat less than 1yr | ASF on unsecured funding other than deposits from non-financial corporates with a remaining maturity of less than a year. | The ASF factor to be applied on unsecured borrowings from non-financial corporates. This assumption applies a 50% ASF factor on the EOP balance of borrowings with maturity within 1 year. | Paragraph 6(c), 9(a) |
| MAS ASF-Unsec funds from nonfin corp with mat more than 1yr | ASF on unsecured funding other than deposits from non-financial corporates with a remaining maturity more than a year. | The ASF factor to be applied on unsecured borrowings from non-financial corporates. This assumption applies a 50% ASF factor on the cash flows with cash flow maturity of less than 1 year and a 100% ASF factor on the cash flows with cash flow maturity of 1 year or more. | Paragraph 6(c), 9(a) |
| MAS ASF-Op dep from nonfin corp with maturity less than 1yr | ASF on unsecured operational deposits from non-financial corporates with a remaining maturity of less than a 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). This assumption applies a 50% ASF factor on the operational balance of deposits with maturity within of 1 year. | Paragraph 6(c), 9(a), 9(b) |
| MAS ASF-Op dep from nonfin corp with maturity more than 1yr | ASF on unsecured operational deposits from non-financial corporates with a remaining maturity of more than a 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). This assumption applies a 50% ASF factor on the operational cash flows with cash flow maturity of 1 year and a 100% ASF factor on the operational cash flows with cash flow maturity of 1 year or more. | Paragraph 6(c), 9(a), 9(b) |
| MAS ASF-Non-op dep from nonfin corp with mat less than 1yr | ASF on unsecured non-operational deposits from non-financial corporates with a remaining maturity of less than a year. This includes entire portion of deposits not classified as operational deposits and non-operational portion of operational deposits. | This assumption specifies unsecured funding from non-financial corporates of which is a non-operational deposit (as defined in the LCR). This assumption applies a 50% ASF factor on the non-operational balance of deposits with maturity within of 1 year. | Paragraph 6(c), 9(a), 9(b) |
| MAS ASF-Non-op dep from nonfin corp with mat more than 1yr | ASF on unsecured non-operational deposits from non-financial corporates with a remaining maturity of more than a year. This includes entire portion of deposits not classified as operational deposits and non-operational portion of operational deposits | This assumption specifies unsecured funding from non-financial corporates of which is a non-operational deposit (as defined in the LCR). This assumption applies a 50% ASF factor on the non-operational cash flows with cash flow maturity of 1 year or less and a 100% ASF factor on the non-operational cash flows with cash flow maturity of 1 year or more. | Paragraph 6(c), 9(a), 9(b) |
| MAS ASF-Unsec funds from central bank with mat less than 1yr | ASF on unsecured funding other than deposits from central bank with a remaining maturity of less than a year. | The ASF factor to be applied on unsecured borrowings from central bank. This assumption applies a 0% ASF factor on the EOP balance of borrowings with maturity period of 6 months and a 50% ASF factor on the EOP balance of borrowings with maturity period within 6 months to less than 1 year. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Unsec funds from central bank with mat more than 1yr | ASF on unsecured funding other than deposits from central bank with a remaining maturity of more than a year. | The ASF factor to be applied on unsecured borrowings from central bank. This assumption applies a 0% ASF factor on the cash flows with a cash flow maturity period of 6 months, a 50% ASF factor on the cash flows with cash flow maturity period between 6 month to less than 1 year, and a 100% ASF factor on the cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Op dep from central bank with maturity less than 1yr | ASF on unsecured operational deposits from central bank with a remaining maturity of less than a year. | The ASF factor to be applied on unsecured funding from central bank of which is an operational deposit (as defined in the LCR). This assumption applies a 50% ASF factor on the operational balance of deposits with maturity period less than 1 year. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Op dep from central bank with maturity more than 1yr | ASF on unsecured operational deposits from central bank with a remaining maturity of more than a year. | The ASF factor to be applied on unsecured funding from central bank of which is an operational deposit (as defined in the LCR). This assumption applies a 50% ASF factor on the operational cash flows with cash flow maturity of 1 year and a 100% ASF factor on the operational cash flows with a cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Non-op dep from central bank with mat less than 1yr | ASF on unsecured non-operational deposits from central bank with a remaining maturity of less than a year. This includes entire portion of deposits not classified as operational deposits and non-operational portion of operational deposits. | This assumption specifies unsecured funding from central banks of which is a non-operational deposit (as defined in the LCR). This assumption applies a 0% ASF factor on the non-operational balances of deposits with a maturity period within of 6 months, and a 50% ASF factor on the non-operational balance of deposits with a maturity period within 6 months to 1 year. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Non-op dep from central bank with mat more than 1yr | ASF on unsecured non-operational deposits from central bank with a remaining maturity of more than a year. This includes entire portion of deposits not classified as operational deposits and non-operational portion of operational deposits | This assumption specifies unsecured funding from central bank of which is a non-operational deposit (as defined in the LCR). This assumption applies a 0% ASF factor on the non-operational cash flows with a cash flow maturity period within 6 months, a 50% ASF factor on the non-operational cash flows with cash flow maturity period between 6 months to 1 year, and a 100% ASF factor on the non-operational cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Unsec funds from SOV,PSE,MDB with mat less than 1yr | ASF on unsecured funding other than deposits from sovereigns, public sector entities (PSE), multilateral development banks (MDB) and national development banks (NDB) with a remaining maturity of less than a year. | The ASF factor to be applied on unsecured borrowings from sovereigns, public sector entity (PSE), multilateral development bank (MDB), national development bank (NDB). This assumption applies a 50% ASF factor on the EOP balance of borrowings with maturity period within 1 year. | Paragraph 6(c), 9(b), 9(c) |
| MAS ASF-Unsec funds from SOV,PSE,MDB with mat more than 1yr | ASF on unsecured funding other than deposits from sovereigns, public sector entities (PSE), multilateral development banks (MDB) and national development banks (NDB) with a remaining maturity of more than a year. | The ASF factor to be applied on unsecured borrowings from sovereigns, public sector entity (PSE), multilateral development bank (MDB), national development bank (NDB). This assumption applies a 50% ASF factor on the cash flows with cash flow maturity of less than 1 year and a 100% ASF factor on the cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(b), 9(c) |
| MAS ASF-Op deposit from SOV,PSE,MDB with mat less than 1yr | ASF on unsecured operational deposits from sovereigns, public sector entities (PSE), multilateral development banks (MDB) and national development banks (NDB) with a remaining maturity of less than a year. | The ASF factor to be applied on unsecured funding from sovereigns, public sector entity (PSE), multilateral development bank (MDB), national development bank (NDB) of which is an operational deposit (as defined in the LCR). This assumption applies a 50% ASF factor on the operational balance of deposits with maturity period within 1 year. | Paragraph 6(c), 9(b), 9(c) |
| MAS ASF-Op deposit from SOV,PSE,MDB with mat more than 1yr | ASF on unsecured operational deposits from sovereigns, public sector entities (PSE), multilateral development banks (MDB) and national development banks (NDB) with a remaining maturity of more than a 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). This assumption applies a 50% ASF factor on the operational cash flows with a cash flow maturity period of less than 1 year, and a 100% ASF factor on the operational cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(b), 9(c) |
| MAS ASF-Nonop deposit frm SOV,PSE,MDB with mat less than 1yr | ASF on unsecured non-operational deposits from central bank with a remaining maturity of less than a year. This includes entire portion of deposits not classified as operational deposits and non-operational portion of operational deposits. | This assumption specifies unsecured funding from non-financial corporates of which is a non-operational deposit (as defined in the LCR). This assumption applies a 50% ASF factor on the Non-operational balance of deposits with maturity within of 1 year. | Paragraph 6(c), 9(b), 9(c) |
| MAS ASF-Nonop deposit frm SOV,PSE,MDB with mat more than 1yr | ASF on unsecured non-operational deposits from central bank with a remaining maturity of more than a year. This includes entire portion of deposits not classified as operational deposits and non-operational portion of operational deposits. | This assumption specifies unsecured funding from non-financial corporates of which is a non-operational deposit (as defined in the LCR). This assumption applies a 50% ASF factor on the non-operational cash flows with cash flow maturity period of less than 1 year and a 100% ASF factor on the non-operational cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(b), 9(c) |
| MAS ASF-Unsecured funds from fin corp with mat less than 1yr | ASF on unsecured funding other than deposits from financial corporates with a remaining maturity of less than a year. | The ASF factor to be applied on unsecured funding other than deposits from financial corporates. This assumption applies a 0% ASF factor on the EOP balance of borrowings with maturity period within of 6 months and a 50% ASF factor on the EOP balance of borrowings with maturity period within 6 months to less than 1 year. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Unsecured funds from fin corp with mat more than 1yr | ASF on unsecured funding other than deposits from financial corporates with a remaining maturity more than a year. | The ASF factor to be applied on unsecured funding other than deposits from financial corporates. This assumption applies a 0% ASF factor on the cash flows with cash flow maturity period within 6 months, a 50% ASF factor on the cash flows with cash flow maturity period of 6 months to less than 1 year, and a 100% ASF factor on the cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Unsec funds from other entity with mat less than 1yr | ASF on unsecured funding other than deposits from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks with a remaining maturity of less than a year. | The ASF factor to be applied on unsecured funding other than deposits from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks. This assumption applies a 0% ASF factor on the EOP balance of borrowings with maturity period within 6 months and a 50% ASF factor on the EOP balance of borrowings with maturity period between 6 months to less than 1 year. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Unsec funds from other entity with mat more than 1yr | ASF on unsecured funding other than deposits from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks with a remaining maturity of more than a year. | The ASF factor to be applied on unsecured funding other than deposits from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks. This assumption applies a 0% ASF factor on the cash flows with cash flow maturity period within 6 months, a 50% ASF factor on the cash flows with cash flow maturity period between 6 year to less than 1 year, and a 100% ASF factor on the cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Op deposit from fin corporate with mat less than 1yr | ASF on unsecured operational deposits from financial corporates with a remaining maturity of less than a year. | The ASF factor to be applied on unsecured funding from financial corporates of which is an operational deposit (as defined in the LCR). This assumption applies a 50% ASF factor on the operational balance of deposits with a maturity period within 1 year. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Op deposit from other entity with mat less than 1yr | ASF on unsecured operational deposits from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and n with a remaining maturity of less than a year. | The ASF factor to be applied on unsecured funding from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks of which is an operational deposit (as defined in the LCR). This assumption applies a 50% ASF factor on the operational balance of deposits with maturity period within 1 year. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Op deposit from fin corporate with mat more than 1yr | ASF on unsecured operational deposits from financial corporates with a remaining maturity of more than a year. | The ASF factor to be applied on unsecured funding from financial corporates of which is an operational deposit (as defined in the LCR). This assumption applies a 50% ASF factor on the operational cash flows with cash flow maturity period of less than 1 year and a 100% ASF factor on the operational cash flows with a cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Op deposit from other entity with mat more than 1yr | ASF on unsecured operational deposits from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and n with a remaining maturity of less than a year. | The ASF factor to be applied on unsecured funding from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks of which is an operational deposit (as defined in the LCR). This assumption applies a 50% ASF factor on the operational cash flows with cash flow maturity period of less than 1 year and a 100% ASF factor on the operational cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Nonop deposit from fin corp with mat less than 1yr | ASF on unsecured non-operational deposits from financial corporates with a remaining maturity of less than a year. This includes entire portion of deposits not classified as operational deposits and non-operational portion of operational deposits. | This assumption specifies unsecured funding from financial corporates of which is a non-operational deposit (as defined in the LCR). This assumption applies a 0% ASF factor on the non-operational balance of deposits with maturity period within 6 months and a 50% ASF factor on the non-operational balance of deposits with maturity period between 6 months to less than 1 year. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Nonop deposit from fin corp with mat more than 1yr | ASF on unsecured non-operational deposits from financial corporates with a remaining maturity of more than a year. This includes entire portion of deposits not classified as operational deposits and non-operational portion of operational deposits. | This assumption specifies unsecured funding from financial corporates of which is a non-operational deposit (as defined in the LCR). This assumption applies a 0% ASF factor on the non-operational cash flows with a cash flow maturity period within 6 months, a 50% ASF factor on the non-operational cash flows with a cash flow maturity period between 6 months to less than 1 year and a 100% ASF factor on the non-operational cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Nonop dep from other entity with mat less than 1yr | ASF on unsecured non-operational deposits from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks with a remaining maturity of less than a year. This includes entire portion of deposits not classified as operational deposits and non-operational portion of operational deposits. | This assumption specifies unsecured funding from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks of which is a non-operational deposit (as defined in the LCR). This assumption applies a 0% ASF factor on the non-operational balance of deposits with maturity period within 6 months and a 50% ASF factor on the non-operational balance of deposits with maturity period between 6 months to less than 1 year. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF-Nonop dep from other entity with mat more than 1yr | ASF on unsecured non-operational deposits from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks with a remaining maturity of more than a year. This includes entire portion of deposits not classified as operational deposits and non-operational portion of operational deposits. | This assumption specifies unsecured funding from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks of which is a non-operational deposit (as defined in the LCR). This assumption applies a 0% ASF factor on the non-operational cash flows with cash flow maturity period within 6 months, a 50% ASF factor on the non-operational cash flows with cash flow maturity period between 6 months to less than 1 year and a 100% ASF factor on the non-operational cash flows with a cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(b), 9(d), 11(a) |
| MAS ASF:Co-op bank network deposits with mat less than 1yr | ASF on 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 between banks within the same cooperative network. This assumption applies a 0% ASF factor on the EOP balance of deposits with maturity within 6 months and a 50% ASF factor on the EOP balance of deposits with maturity between 6 months to less than 1 year. | Paragraph 6(c), 9(d), 11(a), 15 |
| MAS ASF:Co-op bank network deposits with mat more than 1yr | ASF on 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 between banks within the same cooperative network. This assumption applies a 0% ASF factor on the cash flows with cash flow maturity between within 6 months, a 50% ASF factor on the cash flows with cash flow maturity between 6 months to less than 1 year and a 100% ASF factor on the cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(d), 11(a), 15 |
| MAS ASF-Secured funding from retail with mat less than 1yr | ASF on secured funding from customers which are treated as retail with a remaining maturity of less than a year. | This assumption specifies the secured funding from customers which are treated as retail. This assumption applies a 0% ASF factor on the EOP balance of borrowings with maturity within 6 months and a 50% ASF factor on the EOP balance of borrowings with a maturity period between 6 month to less than 1 year. | Paragraph 6(c), 9(a), 9(c), 9(d), 11(a) |
| MAS ASF-Secured funding from retail with mat more than 1yr | ASF on secured funding from customers which are treated as retail with a remaining maturity of more than a year. | This assumption specifies the secured deposits from customers which are treated as retail. This assumption applies a 0% ASF factor on the cash flows with cash flow maturity period within 6 months, a 50% ASF factor on the cash flows with cash flow maturity period of 6 month to less than 1 year and a 100% ASF factor on the cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(a), 9(c), 9(d), 11(a) |
| MAS ASF-Secured fund from nonfin corp with mat less than 1yr | ASF on secured funding from financial and non-financial corporates with a remaining maturity of less than a year | This assumption specifies the secured funding from non-financial corporates. This assumption applies a 50% ASF factor on the EOP balance of borrowings with maturity period within 1 year. | Paragraph 6(c), 9(a), 9(c), 9(d), 11(a) |
| MAS ASF-Secured funding from fin corp with mat less than 1yr | ASF on secured funding from financial and non-financial corporates with a remaining maturity of less than a year | This assumption specifies the secured funding from financial corporates. This assumption applies a 0% ASF factor on the EOP balance of borrowings with maturity period within 6 months and a 50% ASF factor on the EOP balance of borrowings with maturity period between 6 months to less than 1 year. | Paragraph 6(c), 9(a), 9(c), 9(d), 11(a) |
| MAS-ASF-Secured fund from nonfin corp with mat more than 1yr | ASF on secured funding from financial and non-financial corporates with residual a remaining maturity of more than a year | This assumption specifies the secured funding from non-financial corporates. This assumption applies a 50% ASF factor on the cash flows with a cash flow maturity period of less than 1 year and a 100% ASF factor on the cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(a), 9(c), 9(d), 11(a) |
| MAS-ASF-Secured funding from fin corp with mat more than 1yr | ASF on secured funding from financial and non-financial corporates with residual a remaining maturity of more than a year | This assumption specifies the secured funding from financial corporates. This assumption applies a 0% ASF factor on the cash flows with a cash flow maturity period within 6 months, a 50% ASF factor on the cash flows with a cash flow maturity period between 6 months to less than 1 year and a 100% ASF factor on the cash flows with a cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(a), 9(c), 9(d), 11(a) |
| MAS-ASF-Sec funding from central bank with mat less than 1yr | ASF on secured funding from central banks with a remaining maturity of less than a year | This assumption specifies the secured funding from central banks. This assumption applies a 0% ASF factor on the EOP balance of borrowings with a maturity period within of 6 months and a 50% ASF factor on the EOP balance of borrowings with a maturity period between 6 months to less than 1 year. | Paragraph 6(c), 9(a), 9(c), 9(d), 11(a) |
| MAS-ASF-Sec funding from central bank with mat more than 1yr | ASF on secured funding from central banks with a remaining maturity of more than a year | This assumption specifies the secured funding from central banks. This assumption applies a 0% ASF factor on the cash flows with cash flow maturity period within 6 months, a 50% ASF factor on the cash flows with cash flow maturity period between 6 months to less than 1 year and a 100% ASF factor on the cash flows with a cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(a), 9(c), 9(d), 11(a) |
| MAS-ASF-Secured fund from SOV,PSE,MDB with mat less than 1yr | ASF on secured funding from sovereigns, public sector entities, multilateral development banks and national development banks with a residual maturity of less than a year | This assumption specifies the secured funding from sovereigns, public sector entities, multilateral development banks and national development banks. This assumption applies a 50% ASF factor on the EOP balance of fundings with a maturity period within 1 year. | 6(c), 9(a), 9(c), 9(d), 11(a) |
| MAS-ASF-Secured fund from SOV,PSE,MDB with mat more than 1yr | ASF on secured funding from sovereigns, public sector entities, multilateral development banks and national development banks with a residual maturity of more than a year | This assumption specifies the secured funding from sovereigns, public sector entities, multilateral development banks and national development banks. This assumption applies a 50% ASF factor on the cash flows with cash flow maturity period of less than 1 year and a 100% ASF factor on the cash flows with a cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(a), 9(c), 9(d), 11(a) |
| MAS-ASF-Secured fund frm other entity with mat less than 1yr | ASF on secured funding from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks with a residual maturity of less than a year | This assumption specifies the secured funding from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks. This assumption applies a 50% ASF factor on the EOP balance of borrowings with maturity period within 1 year. | Paragraph 6(c), 9(a), 9(c), 9(d), 11(a) |
| MAS-ASF-Secured fund frm other entity with mat more than 1yr | ASF on secured funding from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks with a residual maturity of more than a year | This assumption specifies the secured funding from all entities except retail, corporates, central banks, sovereigns, public sector entities, multilateral development banks and national development banks. This assumption applies a 0% ASF factor on the cash flows with cash flow maturity period within 6 months, a 50% ASF factor on the cash flows with a cash flow maturity period between 6 months to less than 1 year and a 100% ASF factor on the cash flows with cash flow maturity period of 1 year or more. | Paragraph 6(c), 9(a), 9(c), 9(d), 11(a) |
| MAS ASF-Trade date payables | ASF on 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. | The ASF factor applicable to trade payable cash flows arising from purchases of foreign currencies, financial instruments and commodities expected to settle within the standard settlement cycle, are pre-defined in this assumption. This assumption applies a 0% ASF factor on the trade payable cash flows. | Paragraph 11(d) |
| MAS ASF-Liabilities with open maturity | ASF on deposits and all other borrowings which do not have a stated maturity. | The ASF factor applicable to all the other fundings without any stated maturity are pre-defined in this assumption. This assumption applies 0% ASF factor on all the fundings without any maturity. | Paragraph 11(b) |