Disclosure requirements.

CFR · 2024-01-01 · US · Title 12

(a) (b) (A) On a consolidated basis and presented in millions of U.S. dollars or as a percentage, as applicable; and (B) As simple averages of daily amounts for each calendar quarter. (ii) A covered depository institution holding company, U.S. intermediate holding company, or covered nonbank company must disclose the beginning date and end date for each calendar quarter. (2) (ii) For each component of a covered depository institution holding company's, U.S. intermediate holding company's, or covered nonbank company's RSF amount calculation, other than amounts included in paragraphs (c)(2)(xvi) through (xix) of this section, the “unweighted amount” means the sum of the carrying values of the covered depository institution holding company's, U.S. intermediate holding company's, or covered nonbank company's assets and undrawn amounts of committed credit facilities and committed liquidity facilities extended by the covered depository institution holding company, or U.S. intermediate holding company, or covered nonbank company, as applicable, determined before applying the appropriate RSF factors, and subdivided by maturity into the following maturity categories, as applicable: Open maturity; less than six months after the calculation date; six months or more, but less than one year, after the calculation date; one year or more after the calculation date; and perpetual. (3) (ii) For each component of a covered depository institution holding company's, U.S. intermediate holding com

official document · source cfr-2024 · id 12:§ 249.131