115. Run-off factor summary (LCR, Basel III)

Definition

For all other maturing transactions the run-off factor is 100%, including transactions where a bank has satisfied customers’ short positions with its own long inventory. The table below summarises the applicable standards:

Related terms:

Parent term:

(iii) Secured funding run-off (LCR, Basel III)

Sibling terms:

112. Secured funding definition (LCR, Basel III)
113. Loss of secured funding on short-term financing transactions scenario (LCR, Basel III)
114. Expected reduction in funding availability in relation to backing assets (LCR, Basel III)