Amount Standard RSF factor Applicable RSF factor Required stable funding

Non-HQLA by maturity HQLA Non-HQLA by maturity HQLA Non-HQLA by maturity HQLA

< 6 months ≥ 6 months to < 1 year ≥ 1 year < 6 months ≥ 6 months to < 1 year ≥ 1 year < 6 months ≥ 6 months to < 1 year ≥ 1 year

Row ID Item 0010 0020 0030 0040 0050 0060 0070 0080 0090 0100 0110 0120 0130

0010 1 REQUIRED STABLE FUNDING

0020 1.1 RSF from central bank assets

0030 1.1.1 cash, reserves and HQLA exposures to central banks

0040 1.1.1.1 unencumbered or encumbered for a residual maturity of less than six months 0 % 0 % 0 % 0 %

0050 1.1.1.2 encumbered for a residual maturity of at least six months but less than one year 50 % 50 % 50 % 50 %

0060 1.1.1.3 encumbered for a residual maturity of one year or more 100 % 100 % 100 % 100 %

0070 1.1.2 other non-HQLA central bank exposures 0 % 50 % 100 %

0080 1.2 RSF from liquid assets

0090 1.2.1 level 1 assets eligible for 0 % LCR haircut

0100 1.2.1.1 unencumbered or encumbered for a residual maturity of less than six months 0 %

0110 1.2.1.2 encumbered for a residual maturity of at least six months but less than one year 50 %

0120 1.2.1.3 encumbered for a residual maturity of one year or more 100 %

0130 1.2.2 level 1 assets eligible for 5 % LCR haircut

0140 1.2.2.1 unencumbered or encumbered for a residual maturity of less than six months 5 %

0150 1.2.2.2 encumbered for a residual maturity of at least six months but less than one year 50 %

0160 1.2.2.3 encumbered for a residual maturity of one year or more 100 %

0170 1.2.3 level 1 eligible for 7 % LCR haircut

0180 1.2.3.1 unencumbered or encumbered for a residual maturity of less than six months 7 %

0190 1.2.3.2 encumbered for a residual maturity of at least six months but less than one year 50 %

0200 1.2.3.3 encumbered for a residual maturity of one year or more 100 %

0210 1.2.4 level 1 assets eligible for 12 % LCR haircut

0220 1.2.4.1 unencumbered or encumbered for a residual maturity of less than six months 12 %

0230 1.2.4.2 encumbered for a residual maturity of at least six months but less than one year 50 %

0240 1.2.4.3 encumbered for a residual maturity of one year or more 100 %

0250 1.2.5 level 2A assets eligible for 15 % LCR haircut

0260 1.2.5.1 unencumbered or encumbered for a residual maturity of less than six months 15 %

0270 1.2.5.2 encumbered for a residual maturity of at least six months but less than one year 50 %

0280 1.2.5.3 encumbered for a residual maturity of one year or more 100 %

0290 1.2.6 level 2A assets eligible for 20 % LCR haircut

0300 1.2.6.1 unencumbered or encumbered for a residual maturity of less than six months 20 %

0310 1.2.6.2 encumbered for a residual maturity of at least six months but less than one year 50 %

0320 1.2.6.3 encumbered for a residual maturity of one year or more 100 %

0330 1.2.7 level 2B securitizations eligible for 25 % LCR haircut

0340 1.2.7.1 unencumbered or encumbered for a residual maturity of less than six months 25 %

0350 1.2.7.2 encumbered for a residual maturity of at least six months but less than one year 50 %

0360 1.2.7.3 encumbered for a residual maturity of one year or more 100 %

0370 1.2.8 level 2B assets eligible for 30 % LCR haircut

0380 1.2.8.1 unencumbered or encumbered for a residual maturity of less than six months 30 %

0390 1.2.8.2 encumbered for a residual maturity of at least six months but less than one year 50 %

0400 1.2.8.3 encumbered for a residual maturity of one year or more 100 %

0410 1.2.9 level 2B assets eligible for 35 % LCR haircut

0420 1.2.9.1 unencumbered or encumbered for a residual maturity of less than six months 35 %

0430 1.2.9.2 encumbered for a residual maturity of at least six months but less than one year 50 %

0440 1.2.9.3 encumbered for a residual maturity of one year or more 100 %

0450 1.2.10 level 2B assets eligible for 40 % LCR haircut

0460 1.2.10.1 unencumbered or encumbered for a residual maturity of less than six months 40 %

0470 1.2.10.2 encumbered for a residual maturity of at least six months but less than one year 50 %

0480 1.2.10.3 encumbered for a residual maturity of one year or more 100 %

0490 1.2.11 level 2B assets eligible for 50 % LCR haircut

0500 1.2.11.1 unencumbered or encumbered for a residual maturity of less than one year 50 %

0510 1.2.11.2 encumbered for a residual maturity of one year or more 100 %

0520 1.2.12 level 2B assets eligible for 55 % LCR haircut

0530 1.2.12.1 unencumbered or encumbered for a residual maturity of less than one year 55 %

0540 1.2.12.2 encumbered for a residual maturity of one year or more 100 %

0550 1.2.13 HQLAs encumbered for a residual maturity of one year or morein cover pool 85 %

0560 1.3 RSF from securities other than liquid assets

0570 1.3.1 non- HQLA securities and exchange traded equities

0580 1.3.1.1 unencumbered or encumbered for a residual maturity of less than one year 50 % 50 % 85 %

0590 1.3.1.2 encumbered for a residual maturity of one year or more 100 % 100 % 100 %

0600 1.3.2 non-HQLA non-exchange traded equities 100 %

0610 1.3.3 non-HQLA securities encumbered for a residual maturity of one year or more in a cover pool 85 % 85 % 85 %

0620 1.4 RSF from loans

0630 1.4.1 operational deposits 50 % 50 % 100 %

0640 1.4.2 securities financing transactions with financial customers

0650 1.4.2.1 collateralized by level 1 assets eligible for 0 % LCR haircut

0660 1.4.2.1.1 unencumbered or encumbered for a residual maturity of less than six months 0 % 50 % 100 %

0670 1.4.2.1.2 encumbered for a residual maturity of at least six months but less than one year 50 % 50 % 100 %

0680 1.4.2.1.3 encumbered for a residual maturity of one year or more 100 % 100 % 100 %

0690 1.4.2.2 collateralized by other assets

0700 1.4.2.2.1 unencumbered or encumbered for a residual maturity of less than six months 5 % 50 % 100 %

0710 1.4.2.2.2 encumbered for a residual maturity of at least six months but less than one year 50 % 50 % 100 %

0720 1.4.2.2.3 encumbered for a residual maturity of one year or more 100 % 100 % 100 %

0730 1.4.3 other loans and advances to financial customers 10 % 50 % 100 %

0740 1.4.4 assets encumbered for a residual maturity of one year or morein cover pool 85 % 85 % 85 %

0750 1.4.5 loans to non-financial customers other than central banks where those loans are assigned a risk weight of 35 % or less

0760 1.4.5.0.1 of which, residential mortgages

0770 1.4.5.1 unencumbered or encumbered for a residual maturity of less than six months 50 % 50 % 65 %

0780 1.4.5.2 encumbered for a residual maturity of at least six months but less than one year 50 % 50 % 65 %

0790 1.4.5.3 encumbered for a residual maturity of one year or more 100 % 100 % 100 %

0800 1.4.6 other loans to non-financial customers other than central banks

0810 1.4.6.0.1 of which, residential mortgages

0820 1.4.6.1 unencumbered or encumbered for a residual maturity of less than one year 50 % 50 % 85 %

0830 1.4.6.2 encumbered for a residual maturity of one year or more 100 % 100 % 100 %

0840 1.4.7 trade finance on-balance sheet products 10 % 50 % 85 %

0850 1.5 RSF from interdependent assets

0860 1.5.1 centralised regulated savings 0 % 0 % 0 %

0870 1.5.2 promotional loans and credit and liquidity facilities 0 % 0 % 0 %

0880 1.5.3 eligible covered bonds 0 % 0 % 0 %

0890 1.5.4 derivatives client clearing activities 0 % 0 % 0 %

0900 1.5.5 others 0 % 0 % 0 %

0910 1.6 RSF from assets within a group or an IPS if subject to preferential treatment

0920 1.7 RSF from derivatives

0930 1.7.1 required stable funding for derivative liabilities 5 %

0940 1.7.2 NSFR derivative assets 100 %

0950 1.7.3 initial margin posted 85 % 85 % 85 % 85 %

0960 1.8 RSF from contributions to CCP default fund 85 % 85 % 85 % 85 %

0970 1.9 RSF from other assets

0980 1.9.1 physically traded commodities

0990 1.9.1.1 unencumbered or encumbered for a residual maturity of less than one year 85 %

1000 1.9.1.2 encumbered for a residual maturity of one year or more 100 %

1010 1.9.2 trade date receivables 0 %

1020 1.9.3 non-performing assets 100 % 100 % 100 %

1030 1.9.4 other assets 50 % 50 % 100 %

1040 1.10 RSF from OBS items

1050 1.10.1 committed facilities within a group or an IPS if subject to preferential treatment

1060 1.10.2 committed facilities 5 % 5 % 5 %

1070 1.10.3 trade finance off-balance sheet items 5 % 7.5 % 10 %

1080 1.10.4 non-performing off-balance sheet items 100 % 100 % 100 %