6.3.1.1 Available Stable Funding Factor
This section enlists all the pre-seeded assumptions acting on liabilities and capital items which receive an ASF factor.
Table 5-3 Pre-seeded assumptions
| Assumption Name | Assumption Description | Regulatory Requirement Addressed | Regulatory ReferenceRBI/2017-18/178 DBR.BP.BC.No.106/21.04.098/2017-18 |
|---|---|---|---|
| RBI-Capital items, DTL and minority interest | [RBI]: Tier 1 and 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. | Paragraphs - 7.2A, 7.2B, 7.6B |
| RBI- Stable retail deposits with maturity less than 1yr | [RBI]: ASF- Stable and highly stable deposits as defined in the LCR from customers treated as retail with a remaining maturity of less than 1 yr | The ASF factors applicable to the stable portion of deposits, from retail customers and SMEs treated like retail customers for the purposes of LCR, with remaining maturity of less than 1 year are pre-defined as part of this assumption. This assumption applies a 95% ASF factor on the stable portion of the retail deposits. | Paragraph - 7.3 |
| RBI- Stable retail deposits with maturity more than 1yr | [RBI]: ASF- Stable and highly stable deposits as defined in the LCR from customers treated as retail with a remaining maturity of more than 1 yr and cash flow maturity of less than 1 year | The ASF factors applicable to the stable portion of deposits, from retail customers and SMEs treated like retail customers for the purposes of LCR, with remaining maturity of more than 1 year with cash flow maturities within 1 year, are pre-defined as part of this assumption. This assumption applies a 95% ASF factor on the stable portion of cash flows. | Paragraph - 7.3 |
| RBI- Less stable retail deposits with maturity less than 1yr | [RBI]: ASF- Less stable deposits as defined in the LCR from customers treated as retail with a remaining maturity of less than 1 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, with remaining maturity of less than 1 year, are pre-defined as part of this assumption. This assumption applies a 90% ASF factor on the stable portion of retail deposits. | Paragraph - 7.4 |
| RBI-Less stable retail deposits- Cash flow basis | [RBI]: ASF- Less stable deposits as defined in the LCR from customers treated as retail with a remaining maturity of more than 1 year and cash flow maturity of less than 1 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, with remaining maturity of more than 1 year with cash flow maturity within 1 year, are pre-defined as part of this assumption. This assumption applies a 90% ASF factor on the stable portion of cash flows. | Paragraph - 7.4 |
| RBI- Other funds from retail with mat less than 1yr | [RBI]: Other funding from customers treated as retail with a residual maturity of less than 1 year | The ASF factors applicable to the funding other than deposits, from customers who are treated as retail for the purposes of LCR, with remaining maturity of less than 1 year, are pre-defined as part of this assumption. This assumption applies a 0% ASF factor on the funding with remaining maturity of less than 6 months and 50% on the funding with remaining maturity between 6 months to 1 year. | Paragraphs - 7.5D and 7.6A |
| RBI- Other funds from retail with mat more than 1yr | [RBI]: Other funding from customers treated as retail with an account residual maturity of more than 1 year | The ASF factors applicable to the funding other than deposits, from customers who are treated as retail for the purposes of LCR, with remaining maturity of more than 1 year with cash flow maturity within 1 year, are pre-defined as part of this assumption. This assumption applies a 0% ASF factor on cash flows with maturity less than 6 months and a 50% to cash flows with maturity period between 6 months to 1 year. | Paragraphs - 7.5D and 7.6A |
| RBI ASF - Op dep with mat less than 1 yr | RBI ASF on the operational portion of operational deposits, generated by clearing, custody and cash management activities, with remaining maturity of less than 1 year. | The ASF factor applicable to the balance held in operational accounts to fulfill operational requirements are pre-defined as part of this assumption. This assumption applies a 50% ASF factor on the operational balances with remaining maturity of less than 1 year. | Paragraph - 7.5B |
| RBI ASF - Non op portion of op dep from SME with mat less than 1 yr | RBI ASF on non-operational portion for operational accounts from SMEs AoP, Trusts, partnerships and HUFs not treated as retail, with remaining maturity less than 1 year. | The ASF factor on non-operational portion of operational accounts, from small and medium enterprises, association of persons, trusts, partnerships and Hindu undivided families not treated as retail, with remaining maturity of less than 1 year are pre-defined as part of this assumption. This assumption applies a 0% ASF factor on non-operational balances of operational accounts with remaining maturity of less than 1 year. | Paragraph - 7.6B |
| RBI ASF - Non op dep from SME less than 1 yr | RBI ASF on non-operational wholesale funding, from SMEs AoP, Trusts, partnerships and HUFs not treated as retail, with remaining maturity less than 1 year. | The ASF factor on non-operational wholesale funding, from small and medium enterprises, association of persons, trusts, partnerships and Hindu undivided families not treated as retail, with remaining maturity of less than 1 year are pre-defined as part of this assumption. This assumption applies a 0% ASF factor on non-operational funding with remaining maturity of less than 6 months and a 50% ASF factor on non-operational funding with remaining maturity between 6 months to 1 year. | Paragraphs - 7.6A, 7.6B and 7.5D |
| RBI ASF - Non op dep from SME greater than 1 yr | RBI ASF on non-operational wholesale funding, from SMEs AoP, Trusts, partnerships and HUFs not treated as retail, with remaining maturity greater than 1 year and where the cash flows are occurring within 1 year. | The ASF factor applicable to non-operational cash flows, from SMEs AoP, Trusts, partnerships and HUFs not treated as retail, with remaining maturity of greater than 1 year with cash flow maturity within 1 year, are pre-defined as part of this assumption. This assumption applies a 0% ASF factor on non-operational cash flows with cash flow maturity of less than 6 months and a 50% ASF factor on non-operational cash flows with remaining maturity between 6 months to 1 year. | Paragraphs - 7.6A, 7.6B and 7.5D |
| RBI ASF - Non op portion of op dep from CB PSE MDB NDB with mat less than 1 yr | RBI ASF on the non-operational portion of operational deposits, from Central banks, PSE, MDB, NDB, generated by clearing, custody and cash management activities, with remaining maturity of less than 1 year. | The ASF factor applicable to non-operational portion of operational accounts from central banks, public sector entity (PSE), multilateral development bank (MDB), national development bank (NDB), with remaining maturity of less than 1 year, are pre-defined as part of this assumption. This assumption applies a 0% ASF factor on non-operational portion of operational accounts from central banks with remaining maturity of less than 1 year and a 50% ASF factor on non-operational portion of operational accounts from central banks, PSE, MDB, and NDB with remaining maturity of less than 1 year. | Paragraphs - 7.5 C, 7.5D and 7.6A |
| RBI ASF - Non op funds from CB PSE MDB NDB greater than 1 yr | RBI ASF on non-operational funding, from central banks, PSE, MDB, NDB, with remaining maturity greater than 1 year and where the cash flows are occurring within 1 year. | The ASF factor applicable to non-operational cash flows from central banks, PSE, MDB, NDB, with remaining maturity of greater than 1 year with cash flow maturity within 1 year, are pre-defined as part of this assumption. This assumption applies a 0% ASF factor on non-operational cash flows from central banks with cash flow maturity of less than 6 months, a 50% ASF factor for cash flow maturity between 6 months to 1 year, a 50% ASF factor on non-operational cash flows from PSE, MDB, and NDB with cash flow maturity of less than 1 year. | Paragraphs - 7.5 C, 7.5D and 7.6A |
| RBI ASF - Non op funds from CB PSE MDB NDB less than 1 yr | RBI ASF on non-operational funding, from Central banks, financial institutions (banks) PSE, MDB, NDB, with remaining maturity less than 1 year. | The ASF factor on non-operational funding from central banks, PSE, MDB, NDB, with remaining maturity of less than 1 year, are pre-defined as part of this assumption. This assumption applies a 0% ASF factor on non-operational funding from central banks with remaining maturity of less than 6 months, a 50% ASF factor for non-operational funding from PSE, MDB, and NDB between 6 months to 1 year and 50% ASF factor on non-operational funding from PSE, MDB, and NDB with remaining maturity of less than 1 year. | Paragraphs - 7.5 C, 7.5D and 7.6A |
| RBI ASF - Non op portion of op dep from corp with mat less than 1 yr | RBI ASF on the non-operational portion of operational deposits, from financial and non-financial corporates, generated by clearing, custody and cash management activities, with remaining maturity of less than 1 year. | The ASF factor applicable to non-operational portion of operational accounts from financial and non-financial corporates, with remaining maturity of less than 1 year, are pre-defined as part of this assumption. This assumption applies a 0% ASF factor on non-operational portion of operational accounts from financial corporates with remaining maturity of less than 1 year and a 50% ASF factor on non-operational portion of operational accounts from non-financial corporates with remaining maturity of less than 1 year. | Paragraphs - 7.5 A, 7.6B |
| RBI ASF - Non op funds from Corp greater than 1 yr | RBI ASF on non-operational funding, from financial and non-financial corporates, with remaining maturity greater than 1 year and where the cash flows are occurring within 1 year. | The ASF factor applicable to non-operational cash flows from financial and non-financial corporates, with remaining maturity of greater than 1 year with cash flow maturity within 1 year, are pre-defined as part of this assumption. This assumption applies a 50% ASF factor on non-operational cash flows from non-financial corporates with cash flow maturity of less than 6 months and between 6 months to 1 year. The assumptions applies a 0% ASF factor on non-operational cash flows from financial corporates with cash flow maturity of less than 6 months and a 50% ASF factor on non-operational cash flows from financial corporates with cash flow maturity between 6 months to 1 year. | Paragraphs - 7.5 A, ,7.5, 7.6A |
| RBI ASF - Non op funds from Corp less than 1 yr | RBI ASF on non-operational funding, from financial and non-financial corporates, with remaining maturity less than 1 year. | The ASF factor on non-operational funding from financial and non-financial corporates, with remaining maturity less than 1 year, are pre-defined as part of this assumption. This assumption applies a 0% ASF factor on non-operational funding from financial corporates with remaining maturity of less than 6 months and a 50% ASF factor for non-operational funding from financial corporates with remaining maturity between 6 months to 1 year. The assumptions also applies a 50% ASF factor on non-operational funding from non-financial corporates with remaining maturity of less than 6 months and between 6 months to 1 year. | Paragraphs - 7.5 A, ,7.5, 7.6A |
| RBI ASF - Non op portion of op dep other parties with mat less than 1 yr | RBI ASF on the non-operational portion of operational deposits, from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB and NDB, generated by clearing, custody and cash management activities, with remaining maturity of less than 1 year. | The ASF factor applicable to non-operational portion of operational accounts from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB and NDB, with remaining maturity less than 1 year, are pre-defined as part of this assumption. This assumption applies a 0% ASF factor on non-operational portion of operational accounts from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, and sovereign, PSE, MDB and NDB with remaining maturity of less than 1 year. | Paragraphs - 7.6B |
| RBI ASF - Non op funds other parties less than 1 yr | RBI ASF on non-operational funding, from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB and NDB, with remaining maturity less than 1 year. | The ASF factor applicable to non-operational funding, from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB and NDB, with remaining maturity less than 1 year are pre-defined as part of this assumption. This assumption applies a 0% ASF factor and a 50% ASF factor on non-operational funding from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB and NDB with remaining maturity of less than 6 months and between 6 months to 1 year respectively. | Paragraphs - 7.6A, 7.5D |
| RBI ASF - Non op funds other parties greater than 1 yr | RBI ASF on non-operational funding, from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB and NDB, with remaining maturity greater than 1 year and where the cash flows are occurring within 1 year. | The ASF factor applicable to non-operational cash flows, from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB and NDB, with remaining maturity greater than 1 year with cash flow maturity within 1 year, are pre-defined as part of this assumption. This assumption applies a 0% ASF factor and 50% ASF factor on non-operational cash flows from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB and NDB with cash flow maturity of less than 6 months and between 6 months to 1 year respectively. | Paragraphs - 7.6A, 7.5D |
| RBI ASF- Trade date payables | [RBI]: 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 0% ASF factor on the trade payable cash flows. | Paragraph - 7.6 D |
| RBI ASF- Liabilities with open maturity | [RBI]: Secured deposits and all other borrowings and which do not have a stated maturity. | The ASF factor applicable to all the other funding’s without any stated maturity are pre-defined in this assumption. This assumption applies 0% ASF factor on all the funding’s without any maturity. | Paragraph - 7.6 B |
|
RBI ASF-Borr and Liabilities with maturities beyond 1 year (Catch all for cash flows beyond 1 year) |
[RBI]: Borrowings and liabilities with residual maturities and cash flows falling beyond 1 year. | The ASF factors applicable to all other funding’s with a remaining maturity of greater than 1 year with cash flow maturity within 1 year, are pre-defined in this assumption. This assumption applies a 0% ASF factor on the cash flows. | Paragraph - 7.2 C |
| RBI ASF- Non Op Portion of Op Dep- Othr Parties -Mat in 1yr | [RBI]: ASF - non-operational portion of operational deposits from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB, and NDB, generated by clearing, custody, and cash management activities with remaining maturity of less than 1 year. | The ASF factor applicable to non-operational portion of operational accounts from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB, and NDB with remaining maturity less than 1 year are predefined as part of this assumption. This assumption applies a 0% ASF factor on non-operational portion of operational accounts from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, and sovereign, PSE, MDB, and NDB with a remaining maturity of less than 1 year. | Paragraph 7.5 D |
| RBI ASF- Non Operational Funds -Other Parties | [RBI]: ASF - non-operational funding from all the financial institutions and government-sponsored entities that are not covered above. | The ASF factor applicable to non-operational funding from the financial institutions and government-sponsored entities that are not covered above with remaining maturity less than 1 year are predefined as part of this assumption. This assumption applies a 0% ASF factor and a 50% ASF factor on non-operational funding from the financial institutions and government-sponsored entities that are not covered above with a remaining maturity of less than 6 months and between 6 months to 1 year respectively. It applies a 100% ASF factor on non-operational funding from the financial institutions and government-sponsored entities that are not covered above with a remaining maturity of 1 year or more. | Paragraph 7.5 D |
| RBI ASF- Non Op Funds -Other Parties -Cash flow basis | [RBI]: ASF - non-operational funding, from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB, and NDB with remaining maturity greater than 1 year and where the cash flows are occurring within 1 year. | The ASF factor applicable to non-operational cash flows, from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB, and NDB with remaining maturity greater than 1 year with cash flow maturity within 1 year and greater than 1 year are pre-defined as part of this assumption. This assumption applies a 0% ASF factor and 50% ASF factor on non-operational cash flows from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, sovereign, PSE, MDB, and NDB with cash flow maturity of less than 6 months and between 6 months to 1 year respectively. It applies a 100 % ASF factor on non-operational cash flows from all except retail, SME, AoP, Trusts, partnerships, HUF, corporates, banks, central banks, and sovereign, PSE, MDB, and NDB with cash flow maturity of 1 year or more. | Paragraph 7.5 D |
| RBI- Other Capital Instruments | [RBI]: ASF - other Capital Instruments that are not covered above | This assumption defines the long-term funding sources with an effective maturity of one year or more, all the other capital instruments except 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 7.2 B |