Table 1 to § 217.406 -Short-Term Wholesale Funding Components and Weights
Component of short-term wholesale funding | Remaining maturity of 30 days of less or no maturity | Remaining maturity of 31 to 90 days | Remaining maturity of 91 to 180 days | Remaining maturity of 181 to 365 days |
Category 1 | 25 percent | 10 percent | 0 percent | 0 percent. |
(1) Secured funding transaction secured by a level 1 liquid asset; | ||||
(2) Unsecured wholesale funding where the customer or counterparty is not a financial sector entity or a consolidated subsidiary thereof; | ||||
(3) Brokered deposits provided by a retail customer or counterparty; and | ||||
(4) Short positions where the borrowed asset does not qualify as either a level 1 liquid asset or level 2A liquid asset. | ||||
Category 2 | 50 percent | 25 percent | 10 percent | 0 percent. |
(1) Secured funding transaction secured by a level 2A liquid asset; and | ||||
(2) Covered asset exchanges involving the future exchange of a Level 1 liquid asset for a Level 2A liquid asset. | ||||
Category 3 | 75 percent | 50 percent | 25 percent | 10 percent. |
(1) Secured funding transaction secured by a level 2B liquid asset; | ||||
(2) Covered asset exchanges (other than those described in Category 2); and | ||||
(3) Unsecured wholesale funding (other than unsecured wholesale funding described in Category 1). | ||||
Category 4 | 100 percent | 75 percent | 50 percent | 25 percent. |
Any other component of short-term wholesale funding. |
12 C.F.R. §217.406