7.1.1 Identification of Maturity bands
One of the various dimensions used to allocate ASF and RSF factors is the maturity
bucket of the instrument. For NSFR computation, maturity bands are used to allocate the
factors. The USFED NSFR band is pre-defined as per regulatory guidelines and has values
as follows:
- Less than 6 months
- Greater than or equal to 6 months but less than 1 year
- Greater than or equal to one year
- Open maturity
All accounts will be categorized on one of the above bands depending on the maturity date. It must be noted that to categorize any product into open maturity, the Rule "LRM - Classification of Products as Open Maturity" has to be edited and the product must be included in the rule.