(a) Calculation of total net cash outflow amount. As of the calculation
date, a Board-regulated institution’s total net cash outflow
amount equals the Board-regulated institution’s outflow adjustment
percentage as determined under paragraph (c) of this section multiplied
by:
(1) The sum of the outflow
amounts calculated under section 249.32(a) through (l); minus
(2) The lesser
of:
(i) The sum of the inflow amounts calculated
under section 249.33(b) through (g); and
(ii) 75 percent of the amount calculated
under paragraph (a)(1) of this section; plus
(3) The maturity mismatch
add-on as calculated under paragraph (b) of this section.
(b) Calculation of maturity
mismatch add-on.
(1) For purposes of this section:
(i) The
net cumulative maturity outflow amount for any of the 30 calendar
days following the calculation date is equal to the sum of the outflow
amounts for instruments or transactions identified in section 249.32(g),
(h)(1), (h)(2), (h)(5), (j), (k), and (l) that have a maturity
date prior to or on that calendar day minus the sum of the
inflow amounts for instruments or transactions identified in section
249.33(c), (d), (e), and (f) that have a maturity date prior to or
on that calendar day.
(ii) The net day 30 cumulative maturity outflow amount is equal to,
as of the 30th day following the calculation date, the sum of the
outflow amounts for instruments or transactions identified in section
249.32(g), (h)(1), (h)(2), (h)(5), (j), (k), and (l) that have
a maturity date 30 calendar days or less from the calculation date minus the sum of the inflow amounts for instruments or transactions
identified in section 249.33(c), (d), (e), and (f) that have a maturity
date 30 calendar days or less from the calculation date.
(2) As of the calculation
date, a Board-regulated institution’s maturity mismatch add-on
is equal to:
(i) The greater of:
(A) 0; and
(B) The largest net cumulative
maturity outflow amount as calculated under paragraph (b)(1)(i) of
this section for any of the 30 calendar days following the calculation
date; minus
(ii) The greater of:
(A) 0; and
(B) The net day 30 cumulative
maturity outflow amount as calculated under paragraph (b)(1)(ii) of
this section.
(3) Other than the transactions identified
in section 249.32(h)(2), (h)(5), or (j) or section 249.33(d) or (f),
the maturity of which is determined under section 249.31(a), transactions
that have an open maturity are not included in the calculation of
the maturity mismatch add-on.
(c) Outflow adjustment percentage. A Board-regulated
institution’s outflow adjustment percentage is determined pursuant
to Table 1 to this paragraph (c).
Table 1 to section
249.30(c)—Outflow adjustment percentages
| Outflow adjustment
percentage |
Percent |
| Global
systemically important BHC or GSIB depository institution |
100 |
| Category
II Board-regulated institution |
100 |
| Category III Board-regulated institution
with $75 billion or more in average weighted short-term wholesale
funding and any Category III Board-regulated institution that is a
consolidated subsidiary of such a Category III Board-regulated institution |
100 |
| Category
III Board-regulated institution with less than $75 billion in average
weighted short-term wholesale funding and any Category III Board-regulated
institution that is a consolidated subsidiary of such a Category III
Board-regulated institution |
85 |
| Category IV Board-regulated institution
with $50 billion or more in average weighted short-term wholesale
funding |
70 |
(d) Transition
into a different outflow adjustment percentage.
(1) A Board-regulated institution whose
outflow adjustment percentage increases from a lower to a higher outflow
adjustment percentage may continue to use its previous lower outflow
adjustment percentage until the first day of the third calendar quarter
after the outflow adjustment percentage increases.
(2) A Board-regulated institution whose
outflow adjustment percentage decreases from a higher to a lower outflow
adjustment percentage must continue to use its previous higher outflow
adjustment percentage until the first day of the first calendar quarter
after the outflow adjustment percentage decreases.
