Prudential Returns - 1 Summary of Liability Categories and Associated ASF Factors
Effective from Jun 27 2018 - Jun 25 2018
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Table 1 below summarizes the components of each of the ASF categories and the associated maximum ASF factor to be applied in calculating an institution's total amount of available stable funding under the standard.
Table 1
| Components of ASF category | ASF factor | RAW Amount | Amount of Available Stable Funding | |
| 1 | Total regulatory capital (excluding Tier 2 instruments with residual maturity of less than one year) | 100% | ||
| 2 | Other capital instruments and liabilities 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% | ||
| 9 | All other liabilities and equity 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 | XXX |