Calculation of required stable funding amount.

CFR · 2024-01-01 · US · Title 12

(a) (1) The carrying values of a national bank's or Federal savings association's assets (other than amounts included in the calculation of the derivatives RSF amount pursuant to § 50.107(b)) and the undrawn amounts of a national bank's or Federal savings association's credit and liquidity facilities, in each case multiplied by the RSF factors applicable in § 50.106; and (2) The national bank's or Federal savings association's derivatives RSF amount calculated pursuant to § 50.107(b). (b) (c) (2) A national bank or Federal savings association whose required stable funding adjustment percentage decreases from a higher to a lower required stable funding adjustment percentage must continue to use its previous higher required stable funding adjustment percentage until the first day of the first calendar quarter after the required stable funding adjustment percentage decreases.

official document · source cfr-2024 · id 12:§ 50.105