87. Treatment of wholesale funding of more than 30 days (LCR, Basel III)

Definition

Wholesale funding that is callable(40) by the funds provider subject to a contractually defined and binding notice period surpassing the 30-day horizon is not included.

Additional information:

(40) This takes into account any embedded options linked to the funds provider’s ability to call the funding before contractual maturity.

Related terms:

Parent term:

(ii) Unsecured wholesale funding run-off (LCR, Basel III)

Sibling terms:

85. Unsecured wholesale funding definition (LCR, Basel III)
86. Wholesale funding included in the LCR (LCR, Basel III)
88. Unsecured wholesale funding categorisation (LCR, Basel III)
(a) Unsecured wholesale funding provided by small business customers: 5%, 10% and higher (LCR, Basel III)
(b) Operational deposits generated by clearing, custody and cash management activities: 25% (LCR, Basel III)
(c) Treatment of deposits in institutional networks of cooperative banks: 25% or 100% (LCR, Basel III)
(d) Unsecured wholesale funding provided by non-financial corporates and sovereigns, central banks, multilateral development banks, and PSEs: 20% or 40% (LCR, Basel III)
(e) Unsecured wholesale funding provided by other legal entity customers: 100% (LCR, Basel III)