6.3.1.2 Required Stable Funding Factor
This section enlists all the pre-seeded assumptions acting on assets and off-balance sheet items that receive an RSF factor.
Table 5-5 List of pre-seeded assumptions
| Assumption Name | Assumption Description | Regulatory Requirement Addressed | Regulatory Reference: Notification of the Bank of Thailand No. FPG. 1 /2561 |
|---|---|---|---|
| BOT RSF- Coins and Banknotes | [BOT]: 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 pre-defined as a part of this assumption. This assumption applies a 0% RSF factor on the coins, banknotes, and cash held by the bank. | MC Paragraph - 4.2.2 (2.2.1) A |
| BOT RSF- Domestic Central bank reserves | [BOT]: RSF - all domestic central bank reserves, including, required reserves and excess reserves. | The RSF factors applicable to required and excess domestic central bank reserves are pre-defined as a part of this assumption. This assumption applies a 0% RSF factor to all central bank reserves. | MC Paragraph - 4.2.2 (2.2.1) B |
| BOT RSF- Foreign Central bank reserves | [BOT]: RSF - all foreign central bank reserves, including, required reserves and excess reserves. | The RSF factors applicable to required and excess foreign central bank reserves are pre-defined as a part of this assumption. This assumption applies a 0% RSF factor to all foreign central bank reserves where the foreign central bank is assigned a 0% or greater than 0% RSF factor. It also applies a 100% RSF factor to all foreign central bank reserves where the foreign central bank has an undefined RSF factor. | MC Paragraph - 4.2.2 (2.2.1) B |
| BOT RSF- Unencumbered Operational Balance with Other Banks | [BOT]: RSF - operational portion of unencumbered deposits held at other financial institutions, for operational purposes and are 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 and greater than 1 year are pre-defined 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. | MC Paragraph - 4.2.2 (2.2.5) C |
| BOT RSF- Encumbered Operational Balance with Other Banks | [BOT]: RSF - operational portion of encumbered deposits held at other financial institutions, for operational purposes and are subject to the 50% ASF treatment. | The RSF factors applicable to the operational portion of encumbered deposits held at other financial institutions to fulfill the operational requirements with a remaining maturity of less than 1 year are pre-defined as part of this assumption. The assumption applies 50%, 50% and 100% RSF factors on the encumbered portion of the operational balance with encumbrance period of less than 6 months and between 6 months to 1 year respectively. It applies a 100% RSF factors on the encumbered portion of the operational balance with encumbrance period of 1 year or more. | MC Paragraphs - 4.2.2 (2.2.5) C, 4.2.2 (2.2.5) |
| BOT RSF- Unencumbered Non-Operational Bal with Other Banks | [BOT]: RSF - non-operational portion of unencumbered deposits held at other financial institutions, for operational purposes and are subject to the 50% ASF treatment. | The RSF factors applicable to the non-operational portion of the unencumbered operational deposits held at other financial institutions with a remaining maturity of less than and greater than 1 year are pre-defined as part of this assumption. The assumption applies RSF factor of 15% and 50% on the non-operational portion of the unencumbered operational deposits held at other financial institutions with a remaining maturity of less than 6 months and greater than 6 months and less than 1 year respectively. It also applies an RSF factor of 100% on the non-operational portion of the unencumbered operational deposits held at other financial institutions with a remaining maturity of 1 year or more. | BIS FAQ July 2016, point 32 |
| BOT RSF- encumbered Non Operational Bal with Other Banks | [BOT]: RSF - non-operational portion of encumbered deposits held at other financial institutions. | The RSF factors applicable to the non-operational portion of the encumbered operational deposits held at other financial institutions with a remaining maturity of less than 1 year and greater than 1 year are pre-defined as part of this assumption. The assumption applies 15%, 50% and 100% RSF factors on the encumbered portion of the non-operational balance with encumbrance period of less than 6 months and a RSF factor of 50%, 50% and 100% on the encumbered portion of the non-operational balance with encumbrance period of between 6 months to 1 year. It applies a 100% RSF factors on the encumbered portion of the operational balance with an encumbrance period of 1 year or more. | BIS FAQ July 2016, point 32, 4.2.2 (2.2.5) |
| BOT RSF- Unencumbered Non-Operational Deposits -Other Banks | [BOT]: RSF - non-operational unencumbered deposits held at other financial institutions. | The RSF factors applicable to non-operational unencumbered deposits held at other financial institutions with a remaining maturity of less than and greater than 1 year are pre-defined as part of this assumption. The assumption applies RSF factor of 15% and 50% on non-operational unencumbered deposits held at other financial institutions, with a remaining maturity of less than 6 months and greater than 6 months and less than 1 year respectively. It also applies an RSF factor of 100% on non-operational unencumbered deposits held at other financial institutions with a remaining maturity of 1 year or more. | BIS FAQ July 2016, point 32 |
| BOT RSF- encumbered Non Operational Deposits -Other Banks | [BOT]: RSF - non-operational encumbered deposits held at other financial institutions, for operational purposes and are subject to the 50% ASF treatment. | The RSF factors applicable to non-operational encumbered deposits held at other financial institutions with a remaining maturity of less than 1 year and greater than 1 year are pre-defined as part of this assumption. The assumption applies 15%, 50% and 100% RSF factors on the encumbered portion of the non-operational balance with encumbrance period of less than 6 months and a RSF factor of 50%, 50% and 100% on the encumbered portion of the non-operational balance having an encumbrance period of between 6 months to 1 year. It applies a 100% RSF factors on the encumbered portion of the operational balance with encumbrance period of 1 year or more. | BIS FAQ July 2016, point 32, 4.2.2 (2.2.5) |
| BOT RSF- Unencumbered Loans to FI Secured by L1 Asset | [BOT]: 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 pre-defined 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 remaining 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 remaining 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. |
MC Paragraphs - 4.2.2 (2.2.2) 4.2.2 (2.2.4) 4.2.2 (2.2.5) A 4.2.2 (2.2.8) 4.2.2 (2.3) |
| BOT RSF- Encumbered Loans to FI Secured by L1 Asset | [BOT]: 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 pre-defined 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 re-hypothecated to raise funds. |
MC Paragraphs - 4.2.2 (2.2.2) 4.2.2 (2.2.4) 4.2.2 (2.2.5) A 4.2.2 (2.2.8) 4.2.2 (2.3) |
| BOT RSF- Unencumbered Loans to FIs Secured by Non-L1 Assets | [BOT]: RSF - unencumbered 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 unencumbered loans given to financial institutions secured by assets belonging to levels other than level 1 with residual maturity less than 1 year are pre-defined as a part of this assumption. The assumption applies RSF factor of 15%,50%,100% on the unencumbered secured loans given to financial institutions secured by assets belonging to levels other than level 1 with a remaining maturity of less than 6 months, 6 months to 1 year and 1 year or more respectively. |
MC Paragraphs - 4.2.2 (2.2.2) 4.2.2 (2.2.4) 4.2.2 (2.2.5) A 4.2.2 (2.2.8) 4.2.2 (2.3) |
| BOT RSF- Encumbered Loans to FIs Secured by Non-L1 Assets | [BOT]: RSF - factors applicable on 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 pre-defined 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. | The RSF factors applicable on 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 pre-defined 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. |
MC Paragraphs - 4.2.2 (2.2.2) 4.2.2 (2.2.4) 4.2.2 (2.2.5) A 4.2.2 (2.2.8) 4.2.2 (2.3) |
| BOT RSF- Unencumbered Unsecured Loans to FIs | [BOT]: RSF - unencumbered unsecured loans excluding overdrafts to financial institutions. | The RSF factors applicable to the unencumbered unsecured loans given to financial institutions with residual maturity less than 1 year are pre-defined 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 a remaining maturity of less than 6 months, 6 months to 1 year and 1 year or more respectively. |
MC Paragraphs - 4.2.2 (2.2.2) 4.2.2 (2.2.4) 4.2.2 (2.2.5) A 4.2.2 (2.2.8) 4.2.2 (2.3) |
| BOT RSF- Encumbered Unsecured Loans to FIs | [BOT]: RSF - encumbered unsecured loans excluding overdrafts to financial institutions. | The RSF factors applicable to the encumbered unsecured loans given to financial institutions with residual maturity less than 1 year are pre-defined 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. |
MC Paragraphs - 4.2.2 (2.2.2) 4.2.2 (2.2.4) 4.2.2 (2.2.5) A 4.2.2 (2.2.8) 4.2.2 (2.3) |
| BOT RSF- Unencumbered Unsecured Loans-Corp- RW less than 35% | [BOT]: RSF - unencumbered unsecured loans excluding overdrafts to corporates having risk weight of 35% or lower as per Basel 2 standardized approach for credit risk. | The RSF factors applicable to fully performing unencumbered unsecured loans excluding overdrafts to corporates having a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk is defined as part of this assumption. This assumption applies 50% RSF factors on the loans with a remaining maturity of less than 1 year and 65% RSF factor for loans with a remaining maturity of more than 1 year. |
MC Paragraphs - 4.2.2 (1.2.4) 4.2.2 (2.2.6) B |
| BOT RSF- Encumbered Unsecured Loans-Corp- RW less than 35% | [BOT]: RSF - encumbered unsecured loans excluding overdrafts to corporates having a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk. | The RSF factors applicable to fully performing encumbered unsecured loans excluding overdrafts to corporates having a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk is defined as part of this assumption. This assumption applies 50% RSF factors on the loans with a remaining maturity of less than 1 year and 65% RSF factor for loans with a remaining maturity of more than 1 year having an encumbrance period of less than 1 year. It also applies a 100% RSF factor on the loans from corporates having residual maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (1.2.4) 4.2.2 (2.2.6) B, 4.2.2 (2.3) |
| BOT RSF- Unencumbered Unsecured Loans-CB- RW less than 35% | [BOT]: RSF - unencumbered unsecured loans excluding overdrafts to central banks having a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk. | The RSF factors applicable to fully performing unencumbered unsecured loans excluding overdrafts to central banks having a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk are predefined as part of this assumption. This assumption applies 0% RSF factors on the loans with a remaining maturity of less than 6 months and a 50% RSF factor on the loans with a remaining maturity between 6 months and 1 year. it also applies a 65% RSF factor for loans with a remaining maturity of more than 1 year. |
MC Paragraphs - 4.2.2 (1.2.4), 4.2.2 (1.2.5) 4.2.2 (2.2.6) B |
| BOT RSF- Encumbered Unsecured Loans-CB- RW less than 35% | [BOT]: RSF - encumbered unsecured loans excluding overdrafts to central banks having a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk. | The RSF factors applicable to fully performing encumbered unsecured loans excluding overdrafts to central banks having a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk are predefined as part of this assumption. This assumption applies 0%, 50%, 65% RSF factors on the loans with a remaining maturity of less than 6 months, between 6 months and 1 year and a remaining maturity of more than 1 year respectively with encumbrance period of less than 1 year. It also applies 50% RSF factors on the loans with a remaining maturity of less than 1 year and 65% with a remaining maturity of more than 1 year respectively having an encumbrance period between 6 months and 1 year. The assumption applies a 100% RSF factor on the loans from central banks having residual maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (1.2.4), 4.2.2 (1.2.5) 4.2.2 (2.2.6) B, 4.2.2 (2.3) |
| BOT RSF- Unencumbered Unsecured Loans-CB- RW more than 35% | [BOT]: RSF - unencumbered unsecured loans excluding overdrafts to central banks having a risk weight of more than 35% as per Basel 2 standardized approach for credit risk. | The RSF factors applicable to fully performing unencumbered unsecured loans excluding overdrafts to central banks having a risk weight of more than 35% as per Basel 2 standardized approach for credit risk are predefined as part of this assumption. This assumption applies 0% RSF factors on the loans with a remaining maturity of less than 6 months and a 50% RSF factor on the loans with a remaining maturity between 6 months and 1 year. it also applies an 85% RSF factor for loans with a remaining maturity of more than 1 year. |
MC Paragraphs - 4.2.2 (1.2.4), 4.2.2 (1.2.5) 4.2.2 (2.2.7) B |
| BOT RSF- Encumbered Unsecured Loans-CB- RW more than 35% | [BOT]: RSF - encumbered unsecured loans excluding overdrafts to central banks having a risk weight of more than 35% as per Basel 2 standardized approach for credit risk. | The RSF factors applicable to fully performing encumbered unsecured loans excluding overdrafts to central banks having a risk weight of more than 35% as per Basel 2 standardized approach for credit risk are predefined as part of this assumption. This assumption applies 0%, 50%, 85% RSF factors on the loans with a remaining maturity of less than 6 months, between 6 months and 1 year and a remaining maturity of more than 1 year respectively with encumbrance period of less than 1 year. It also applies 50% RSF factors on the loans with a remaining maturity of less than 1 year and 85% with a remaining maturity of more than 1 year respectively having an encumbrance period between 6 months and 1 year. The assumption applies a 100% RSF factor on the loans from central banks having residual maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (1.2.4), 4.2.2 (1.2.5) 4.2.2 (2.2.7) B, 4.2.2 (2.3) |
| BOT RSF-Unencumbered Loans-Sov,PSE,MDB,NDB- RW less than 35% | [BOT]: RSF - unencumbered unsecured loans excluding overdrafts to sovereigns, PSE, MDB, NDB having a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk. | The RSF factors applicable to fully performing unencumbered unsecured loans excluding overdrafts to sovereigns, PSE, MDB, NDB having a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk are per defined as part of this assumption. This assumption applies 50% RSF factors on the loans with a remaining maturity of less than 1 year and 65% RSF factor for loans with a remaining maturity of more than 1 year having an encumbrance period of less than 1 year. It also applies a 100% RSF factor on the loans from sovereigns, PSE, MDB, NDB having residual maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (1.2.4) 4.2.2 (2.2.6) B, 4.2.2 (2.3) |
| BOT RSF- Encumbered Loans-Sov,PSE,MDB,NDB- RW less than 35% | [BOT]: RSF - encumbered unsecured loans excluding overdrafts to sovereigns, PSE, MDB, NDB having a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk. | The RSF factors applicable to fully performing encumbered unsecured loans excluding overdrafts to sovereigns, PSE, MDB, NDB having a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk are per defined as part of this assumption. This assumption applies 50% RSF factors on the loans with a remaining maturity of less than 1 year and 65% RSF factor for loans with a remaining maturity of more than 1 year having an encumbrance period of less than 1 year. It also applies a 100% RSF factor on the loans from sovereigns, PSE, MDB, NDB having residual maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (1.2.4) 4.2.2 (2.2.6) B, 4.2.2 (2.3) |
| BOT RSF- Unencumbered Loans-Sov,PSE,MDB,NDB- RW more than 35% | [BOT]: RSF - unencumbered unsecured loans excluding overdrafts to sovereigns, PSE, MDB, NDB having a risk weight of more than 35% as per Basel 2 standardized approach for credit risk. | The RSF factors applicable to fully performing unencumbered unsecured loans excluding overdrafts to sovereigns, PSE, MDB, NDB having a risk weight of more than 35% as per Basel 2 standardized approach for credit risk are per defined as part of this assumption. This assumption applies 50% RSF factors on the loans with a remaining maturity of less than 1 year and 85% RSF factor for loans with a remaining maturity of more than 1 year having an encumbrance period of less than 1 year. It also applies a 100% RSF factor on the loans from sovereigns, PSE, MDB, NDB having residual maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (1.2.4) 4.2.2 (2.2.7) B, 4.2.2 (2.3) |
| BOT RSF- Encumbered Loans-Sov,PSE,MDB,NDB- RW more than 35% | [BOT]: RSF - encumbered unsecured loans excluding overdrafts to sovereigns, PSE, MDB, NDB having a risk weight of more than 35% as per Basel 2 standardized approach for credit risk. | The RSF factors applicable to fully performing encumbered unsecured loans excluding overdrafts to sovereigns, PSE, MDB, NDB having a risk weight of more than 35% as per Basel 2 standardized approach for credit risk are per defined as part of this assumption. This assumption applies 50% RSF factors on the loans with a remaining maturity of less than 1 year and 85% RSF factor for loans with a remaining maturity of more than 1 year having an encumbrance period of less than 1 year. It also applies a 100% RSF factor on the loans from sovereigns, PSE, MDB, NDB having residual maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (1.2.4) 4.2.2 (2.2.7) B, 4.2.2 (2.3) |
| BOT RSF- Unencumbered Mortgage Loans - RW less than 35% | [BOT]: RSF - unencumbered residential mortgage loans to Retail and SMEs which would qualify for 35% or lesser risk weight as per Basel 2 standardized approach. | The RSF factors applicable to residential mortgage loans to Retail and SMEs which would qualify for 35% or lesser risk weight as per Basel 2 standardized approach are per defined as part of this assumption. The assumption applies RSF factors of 50% and 65% on the unencumbered residential mortgage loans, with a remaining maturity of less than 1 year and 1 year or more respectively having risk weights less than or equal to 35%. It also applies an RSF factor of 100% on the unencumbered residential mortgage loans, with remaining maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (2.2.6) A and B 4.2.2 (2.3) |
| BOT RSF- Encumbered Mortgage Loans - RW less than 35% | [BOT]: RSF - encumbered residential mortgage loans to retail and SMEs which would qualify for 35% or lesser risk weight as per Basel 2 standardized approach. | The RSF factors applicable to fully performing encumbered residential mortgage loans, with standardized risk weights under Basel 2 approach are predefined 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 also applies an RSF factor of 100% on the encumbered residential mortgage loans with remaining maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (2.2.6) A and B 4.2.2 (2.3) |
| BOT RSF- Unencumbered Mortgage Loans - RW more than 35% | [BOT]: RSF - unencumbered residential mortgage loans to Retail and SMEs which would qualify for higher than 35% risk weight as per Basel 2 standardized approach. | The RSF factors applicable to residential mortgage loans to Retail and SMEs which would qualify for more than 35% risk weight as per Basel 2 standardized approach are per defined as part of this assumption. The assumption applies RSF factors of 50% and 85% on the unencumbered residential mortgage loans with a remaining maturity of less than 1 year and 1 year or more respectively having risk weights of more than 35%. It also applies a RSF factor of 100% on the unencumbered residential mortgage loans with remaining maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (2.2.7) B 4.2.2 (2.3) |
| BOT RSF- Encumbered Mortgage Loans - RW more than 35% | [BOT]: RSF - encumbered residential mortgage loans to Retail and SMEs which would qualify for higher than 35% risk weight as per Basel 2 standardized approach. | The RSF factors applicable to fully performing encumbered residential mortgage loans, with standardized risk weights under Basel 2 approach are predefined 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 also applies an RSF factor of 100% on the encumbered residential mortgage loans with remaining maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (2.2.6) A and B 4.2.2 (2.3) |
| BOT RSF- Unencumbered Loans -Retail and SME-RW more than 35% | [BOT]: RSF - unencumbered loans excluding mortgage loans to Retail and SMEs which would qualify higher than 35% risk weight as per Basel 2 standardized approach. | The RSF factors applicable to unencumbered loans excluding mortgage loans to retail and SMEs which would qualify for more than 35% risk weight as per Basel 2 standardized approach are per defined as part of this assumption. The assumption applies RSF factors of 50% and 85% on the unencumbered loans excluding mortgage loans to retail and SMEs which would qualify with a remaining maturity of less than 1 year and 1 year or more respectively having risk weights of more than 35%. It also applies an RSF factor of 100% on the unencumbered loans excluding mortgage loans to retail and SMEs with remaining maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (2.2.7) B 4.2.2 (2.3) |
| BOT RSF- Encumbered Loans -Retail and SME -RW more than 35% | [BOT]: RSF - encumbered residential mortgage loans to retail and SMEs which would qualify for higher than 35% risk weight as per Basel 2 standardized approach. | The RSF factors applicable to fully performing encumbered residential mortgage loans to retail and SMEs which would qualify as per Basel 2 approach are predefined as part of this assumption. This assumption applies RSF factors of 50% and 85 % 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 also applies an RSF factor of 100% on the encumbered loans excluding mortgage loans to retail and SMEs with remaining maturity and encumbrance period of more than 1 year |
MC Paragraphs - 4.2.2 (2.2.7) A and B 4.2.2 (2.3) |
| BOT RSF- Unencumbered Loans -Other Parties-RW less than 35% | [BOT]: RSF - unencumbered loans to all other parties excluding Central Bank, Corporate, Retail, SME, Sovereign, PSE, MDB, and RDB which would qualify for 35% or lesser risk weight as per Basel 2 standardized approach. | The RSF factors applicable to fully performing unencumbered unsecured loans to all other parties excluding central bank, corporate, retail, SME, sovereign, PSE, MDB, and RDB that qualifies for a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk are per defined as part of this assumption. This assumption applies 50% RSF factors on the loans with a remaining maturity of less than 1 year and 65% RSF factor for loans with a remaining maturity of more than 1 year having an encumbrance period of less than 1 year. It also applies a 100% RSF factor on the loans from all other parties excluding central bank, corporate, retail, SME, sovereign, PSE, MDB, and RDB having residual maturity and more than 1 year. |
MC Paragraphs - 4.2.2 (2.2.6) A and B 4.2.2 (2.3) |
| BOT RSF- Encumbered Loans -Other Parties-RW less than 35% | [BOT]: RSF - encumbered loans to all other parties excluding Central Bank, Corporate, Retail, SME, Sovereign, PSE, MDB, and RDB which would qualify for 35% or lesser risk weight as per Basel 2 standardized approach. | The RSF factors applicable to fully performing encumbered unsecured loans to all other parties excluding central bank, corporate, retail, SME, sovereign, PSE, MDB and RDB that qualifies for a risk weight of 35% or lower as per Basel 2 standardized approach for credit risk are per defined as part of this assumption. This assumption applies 50% RSF factors on the loans with a remaining maturity of less than 1 year and 65% RSF factor for loans with remaining maturity of more than 1 year having an encumbrance period of less than 1 year. It also applies 100% RSF factor on the loans from all other parties excluding central bank, corporate, retail, SME, sovereign, PSE, MDB and RDB, having residual maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (2.2.6) A and B 4.2.2 (2.3) |
| BOT RSF- Unencumbered Loans -Other Parties-RW more than 35% | [BOT]: RSF - unencumbered loans to all other parties excluding Central Bank, Corporate, Retail, SME, Sovereign, PSE, MDB, and RDB which would qualify for higher than 35% risk weight as per Basel 2 standardized approach. | The RSF factors applicable to fully performing unencumbered unsecured loans to all other parties excluding central bank, corporate, retail, SME, sovereign, PSE, MDB and RDB that qualifies for a risk weight of more than 35% as per Basel 2 standardized approach for credit risk are per defined as part of this assumption. This assumption applies 50% RSF factors on the loans with a remaining maturity of less than 1 year and 85% RSF factor for loans with a remaining maturity of more than 1 year having an encumbrance period of less than 1 year. It also applies 100% RSF factor on the loans from all other parties excluding central bank, corporate, retail, SME, sovereign, PSE, MDB and RDB having residual maturity and more than 1 year. |
MC Paragraphs - 4.2.2 (2.2.7) B 4.2.2 (2.3) |
| BOT RSF- Encumbered Loans -Other Parties-RW more than 35% | [BOT]: RSF - encumbered loans to all other parties excluding Central Bank, Corporate, Retail, SME, Sovereign, PSE, MDB, and RDB which would qualify for higher than 35% risk weight as per Basel 2 standardized approach. | The RSF factors applicable to fully performing encumbered unsecured loans to all other parties excluding central bank, corporate, retail, SME, sovereign, PSE, MDB, and RDB that qualifies for a risk weight of more than 35% as per Basel 2 standardized approach for credit risk are per defined as part of this assumption. This assumption applies 50% RSF factors on the loans with a remaining maturity of less than 1 year and 85% RSF factor for loans with remaining maturity of more than 1 year having an encumbrance period of less than 1 year. It also applies 100% RSF factor on the loans from all other parties excluding central bank, corporate, retail, SME, sovereign, PSE, MDB, and RDB, having residual maturity and encumbrance period of more than 1 year. |
MC Paragraphs - 4.2.2 (2.2.7) A and B 4.2.2 (2.3) |
| BOT RSF - Non-Performing Loans | [BOT]: RSF - non-performing loans given to all counterparties. | The RSF factor applicable to non-performing loans given to all counterparties is pre-defined as part of these assumptions. This assumption applies a RSF factor of 100% for the non-performing loans. | MC Paragraph - 4.2.2 (2.2.8) B |
| BOT RSF- Unencumbered L1 Assets | [BOT]: RSF - unencumbered assets that qualify for inclusion in level 1 of HQLA as defined in the LCR. | The RSF factors applicable to unencumbered assets, which qualify for inclusion in level 1 of HQLA as defined in the LCR are pre-defined as a part of this assumption. The assumption applies a 5% RSF factor on the unencumbered level 1 assets. | MC Paragraph - 4.2.2 (2.2.2) |
| BOT RSF- Encumbered L1 Assets | [BOT]: RSF - encumbered assets which qualify for inclusion in level 1 of HQLA as defined in the LCR. | The RSF factors applicable to the encumbered portion of assets, which qualify for inclusion in level 1 HQLA as defined in the LCR are pre-defined 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. |
MC Paragraphs - 4.2.2 (2.2.2) 4.2.2 (2.3) |
| BOT RSF- Unencumbered L2A Assets | [BOT]: RSF - unencumbered assets that qualify for inclusion in level 2A of HQLA as defined in the LCR. | The RSF factors applicable to unencumbered assets, which qualify for inclusion in level 2A HQLA as defined in the LCR are pre-defined as a part of this assumption. The assumption applies a 15% RSF factor on the unencumbered level 2A assets. |
MC Paragraphs - 4.2.2 (2.2.4) A 4.2.2 (2.2.5) A |
| BOT RSF- Encumbered L2A Assets | [BOT]: RSF - encumbered assets which qualify for inclusion in level 2A of HQLA as defined in the LCR. | The RSF factors applicable to the encumbered portion of assets, which qualify for inclusion in level 2A of HQLA as defined in the LCR are pre-defined 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 less than 6 months, between 6 months to 1 year and1 year or more respectively. |
MC Paragraphs - 4.2.2 (2.2.5) D 4.2.2 (2.3) |
| BOT RSF- Unencumbered L2B Assets | [BOT]: RSF - unencumbered assets that qualify for inclusion in level 2B of HQLA as defined in the LCR. | The RSF factors applicable to unencumbered assets, which qualify for inclusion in level 2B of HQLA as defined in the LCR are pre-defined as a part of this assumption. The assumption applies an RSF factor of 50% on the unencumbered level 2B assets. |
MC Paragraphs - 4.2.2 (2.2.4) A 4.2.2 (2.2.5) A |
| BOT RSF- Encumbered L2B Assets | [BOT]: RSF - encumbered assets which qualify for inclusion in level 2B of HQLA as defined in the LCR. | The RSF factors applicable to the encumbered portion of assets, which qualify for inclusion in level 2B of HQLA as defined in the LCR are pre-defined as a part of this assumption. The assumption 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. |
MC Paragraphs - 4.2.2 (2.2.5) D 4.2.2 (2.3) |
| BOT RSF- Unencumbered Instruments - Maturity less than 1 yr | [BOT]: RSF - unencumbered short term instruments which do not qualify for inclusion in HQLA as defined in the LCR having residual maturity of less than 1 year. | The RSF factors applicable to unencumbered securities with remaining maturity of less than 1 year and which do not qualify as HQLA 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 HQLA under the LCR Rule with a remaining maturity of less than 1 year |
MC Paragraph - 4.2.2 (2.2.5) D 4.2.2 (2.2.7) C 4.2.2 (2.3) |
| BOT RSF- Encumbered Instruments - Maturity less than 1 yr | [BOT]: RSF - encumbered short term instruments that do not qualify for inclusion in HQLA as defined in the LCR having a residual maturity of less than 1 year. | 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 HQLA under the LCR Rule are predefined as part of this assumption. The assumption applies a 50% RSF factor on an 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 HQLA 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. |
MC Paragraph -4.2.2 (2.2.5) D 4.2.2 (2.2.7) C 4.2.2 (2.3) |
| BOT RSF - Unencumbered Exchange Traded Equities | [BOT]: RSF - unencumbered Exchange Traded Equities. | The RSF factor applicable to the Unencumbered Exchange Traded Equities is pre-defined as part of this assumption. The assumption applies an 85% RSF factor on the exchange-traded equities. | MC Paragraph - 4.2.2 (2.2.7) C |
| BOT RSF - Encumbered Exchange Traded Equities | [BOT]: RSF - encumbered Exchange Traded Equities. | The RSF factors applicable to the encumbered Exchange Traded Equities is pre-defined as part of this assumption. The assumption applies an 85% RSF factor on the exchange-traded equities with an encumbrance period of less than 1 year and a 100% RSF factor on the exchange-traded equities with an encumbrance period of more than 1 year. |
MC Paragraph -4.2.2 (2.2.5) D 4.2.2 (2.2.7) C 4.2.2 (2.3) |
| BOT RSF - Unencumbered Other Securities | [BOT]: RSF - unencumbered securities not in default. | The RSF factors applicable to the unencumbered securities that are not in default are predefined as part of this assumption. The assumption applies a 50% RSF factor on unencumbered securities with a remaining maturity of less than 1 year and an 85% RSF factor on unencumbered securities with a remaining maturity of more than 1 year. |
MC Paragraph -4.2.2 (2.2.5) D 4.2.2 (2.2.7) C |
| BOT RSF - Encumbered Other Securities | [BOT]: RSF - encumbered securities not in default. | The RSF factors applicable to the encumbered securities that are not in default are predefined as part of this assumption. The assumption applies a 50% and 85% RSF factor on unencumbered securities with a remaining maturity of less than 1 year and more than 1 year respectively, with an encumbrance period of less than 1 year. It also applies a 100% RSF factor on the encumbered securities with remaining maturity and an encumbrance period of more than 1 year. |
MC Paragraph -4.2.2 (2.2.5) D 4.2.2 (2.2.7) C 4.2.2 (2.3) |
| BOT RSF - Defaulted Securities | [BOT]: RSF - defaulted securities. | The RSF factor on the securities that are in default is pre-defined as part of this assumption. The assumption applies a 100% RSF on the securities that are in the default status. | MC Paragraph -4.2.2 (2.2.8) B |
| BOT RSF- Unencumbered Commodities | [BOT]: 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. | MC Paragraph -4.2.2 (2.2.7) C |
| BOT RSF- Encumbered Commodities | [BOT]: 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. | MC Paragraph -4.2.2 (2.2.7) C, 4.2.2 (2.3) |
| BOT RSF- Trade date receivables | [BOT]: 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 pre-defined as part of this assumption. The assumption applies a 0% RSF factor to the trade receivables, which expected to settle within the settlement cycle. | MC Paragraph -4.2.2 (2.2.1) D |
| BOT RSF- Interdependent Assets | [BOT]: RSF- all the assets that have interdependent liabilities and have been classified as interdependent assets by the bank. | The ASF factor all the loans and balances that have interdependent assets. This assumption applies a 0% RSF factor on the interdependent assets. | MC Paragraph - 3.0 |