Attachment C

No: 4922/67

Date(g): 24/9/2019 | Date(h): 25/1/1441

	Foreign Branc				Q-A5
	NSFR
	For the quarter ending __________
	Components of ASF category	ASF factor	Unadjusted amount	Amount of Available	Additional instructions by
1	Total longer term funding or quasi capital	100%		-	If funding provided by parent bank is longer term (greater than
2	Other funding with effective residual maturity of one year or more	100%
3	Stable non-maturity (demand) deposits and term deposits with residual maturity of less than one year provided by retail and small business customers	95%		-
4	Less stable non-maturity deposits and term deposits with residual maturity of less than one year provided by retail and small business customers	90%		-
5	Funding with residual maturity of less than one year provided by non-financial corporate customers	50%		-
6	Operational deposits	50%		-
7	Funding with residual maturity of less than one year from sovereigns, PSEs, and multilateral and national development banks	50%		-
8	Other funding with residual maturity between six months and less than one year not included in the above categories, including funding provided by central banks and financial institutions	50%		-	f funding provided by parent bank is shorter term (less than 1 year), then report it in this row
9	All other liabilities and funding not included in the above categories, including liabilities without a stated maturity (with a specific treatment for deferred tax liabilities and minority interests)	0%		-
10	NSFR derivative liabilities net of NSFR derivative assets if NSFR derivative liabilities are greater than NSFR derivative assets	0%		-
11	“Trade date” payables arising from purchases of financial instruments, foreign currencies and commodities	0%		-
	Total Amount of Available Stable Funding		-	-

	Components of RSF category	categoryRSF factor	Unadjusted amount	Required Stable Funding Amount
1	Coins and banknotes	0%		-
2	Al l central bank reserves	0%		-
3	Al l claims on central banks with residual maturities of less than six months	0%		-
4	“Trade date” receivables arising from sales of financial instruments, foreign currencies and commodities.	0%		-
5	Unencumbered Level 1 assets, excluding coins, banknotes and central bank reserves	5%		-
6	Unencumbered loans to financial institutions with residual maturities of less than six months, where the loan is secured against Level 1 assets as defined in LCR paragraph 50, and where the bank has the ability to freely rehypothecate the received collateral for the life of the loan	10%		-
7	Al l other unencumbered loans to financial institutions with residual maturities of less than six months not included in the above categories	15%		-
8	Unencumbered Level 2A assets	15%		-
9	Unencumbered Level 2B assets	50%		-
10	HQLA encumbered for a period of six months or more and less than one year	50%		-
11	Loans to financial institutions and central banks with residual maturities between six months and less than one year	50%		-
12	Deposits held at other financial for operational purposes	50%		-
13	Al l other assets not included in the above categories with residual maturity of less than one year, including loans to non-financial corporate clients, loans to retail and small business customers, and loans to sovereigns and PSEs	50%		-
15	Other unencumbered loans not included in the above categories, excluding loans to financial institutions, with a residual maturity of one year or more and with a risk weight of less than or equal to 35% under the standardized approach	65%		-
16	Cash, securities or other assets posted as initial margin for derivative contracts and cash or other assets provided to contribute to the default fund of a CCP	85%		-
17	Other unencumbered performing loans with risk weights greater than 35% under the standardized approach and residual maturities of one year or more, excluding loans to financial institutions	85%		-
18	Unencumbered securities that are not in default and do not qualify as HQLA with a remaining maturity of one year or more and exchange-traded equities	85%		-
19	Physical traded commodities, including gold	85%		-
20	Al l assets that are encumbered for a period of one year or more	100%		-
21	NSFR derivative assets net of NSFR derivative liabilities if NSFR derivative assets are greater than NSFR derivative liabilities.	100%		-
22	20% of derivative liabilities as calculated according to paragraph 19	100%		-
23	All other assets not included in the above categories, including non-performing loans, loans to financial institutions with a residual maturity of one year or more, non-exchange-traded equities, fixed assets, items deducted from regulatory capital, retained interest, insurance assets, subsidiary interests and defaulted securities	100%		-
	Total Amount of Required Stable Funding		-	-

RSF category	RSF factor	Unadjusted amount	Amount of Required Stable Funding
Irrevocable and conditionally revocable credit and liquidity facilities to any client - 5% of the currently undrawn portion	5%		-
Other contingent funding obligations, including products and instruments such as:			-
• Unconditionally revocable credit and liquidity facilities	3%		-
• Trade finance-related obligations (including guarantees and letters of credit)	2%		-
• Guarantees and letters of credit unrelated to trade finance obligations			-
• Non-contractual obligations such as:	0%		-
- potential requests for debt repurchases of the bank’s own debt or that of related conduits, securities investment vehicles and other such financing facilities	0%		-
- structured products where customers anticipate ready marketability, such as adjustable rate notes and variable rate demand notes (VRDNs)	0%		-
- managed funds that are marketed with the objective of maintaining a stable value	0%		-
Total Amount of Required Stable Funding			-

NSFR

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