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  • IBANK 8.4.37 IBANK 8.4.37 Treatment of loss of funding on maturing asset-backed securities and other structured financing instruments

    The runoff rate for loss of funding on asset-backed securities and other structured financing instruments that mature within the relevant 30-calendar-day period is 100% of the maturing amount.

    Inserted by QFCRA RM/2018-2 (as from 1st May 2018).

    • IBANK 8.4.37 Guidance

      The scenario assumes that there is no refinancing market for the maturing instruments.

      Inserted by QFCRA RM/2018-2 (as from 1st May 2018).