RSF factors.

CFR · 2024-01-01 · US · Title 12

(a) (1) (i) Currency and coin; (ii) A cash item in the process of collection; (iii) A Reserve Bank balance or other claim on a Reserve Bank that matures less than six months from the calculation date; (iv) A claim on a foreign central bank that matures less than six months from the calculation date; (v) A trade date receivable due to the FDIC-supervised institution resulting from the FDIC-supervised institution's sale of a financial instrument, foreign currency, or commodity that is required to settle no later than the market standard, without extension, for the particular transaction, and that has yet to settle but is not more than five business days past the scheduled settlement date; (vi) Any other level 1 liquid asset not described in paragraphs (a)(1)(i) through (a)(1)(v) of this section; or (vii) A secured lending transaction with the following characteristics: (A) The secured lending transaction matures less than six months from the calculation date; (B) The secured lending transaction is secured by level 1 liquid assets; (C) The borrower is a financial sector entity or a consolidated subsidiary thereof; and (D) The FDIC-supervised institution retains the right to rehypothecate the collateral provided by the counterparty for the duration of the secured lending transaction. (2) (3) (i) A level 2A liquid asset; or (ii) A secured lending transaction or unsecured wholesale lending with the following characteristics: (A) The asset matures less than six months from the calcu

official document · source cfr-2024 · id 12:§ 329.106