Table 9.6.7 ASF factors Item Kind of capital item or ASF factor (%) no. liability With maturity (months) no maturity < 6 6 < 12 > 12 – 1 Capital items and instruments: 100 100 100 100 (a) regulatory capital (excluding tier 2 instruments) 0 50 100 100 (b) other capital instruments not included in item (a) 0 50 100 100 (c) minority interest 2 Marketable debt 0 50 100 100 securities 3 Non-bank-customer 80 90 100 100 deposits 4 Other types of funding 0 50 100 100 5 Trade debts payable 0 0 0 0 6 Net derivative 0 0 0 0 liabilities 7 Other liabilities not 0 50 100 100 listed above 9.6.8 Calculating RSF—liquidity risk group B banking business firms The amount of a liquidity risk group B banking business RSF is firm’s calculated as follows: (a) first, for each of the assets and off-balance-sheet items, firm’s multiply its carrying value by the RSF factor set out in
Table 9.6.7 ASF factors Item no. Kind of capital item or liability ASF factor (%) With maturity (months) no maturity < 6 6 – < 12 > 12 1 Capital items and instruments: (a) regulatory capital (excluding tier 2 instruments) 100 100 100 100 (b) other capital instruments not included in item (a) 0 50 100 100 (c) minority interest 0 50 100 100 2 Marketable debt securities 0 50 100 100 3 Non-bank-customer deposits 80 90 100 100 4 Other types of funding 0 50 100 100 5 Trade debts payable 0 0 0 0 6 Net derivative liabilities 0 0 0 0 7 Other liabilities not listed above 0 50 100 100 9.6.8 Calculating RSF—liquidity risk group B banking business firms The amount of a liquidity risk group B banking business firm’s RSF is calculated as follows: (a) first, for each of the firm’s assets and off-balance-sheet items, multiply its carrying value by the RSF factor set out in
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