Weighting system for off-balance sheet items
Guarantees are simply weighted by a credit conversion factor to measure the loss of the bank if the guarantee was called in.
| Guarantees | Credit conversion factor | |
| 1. | Direct credit substitutes (standby letters of credit) | 100% |
| 2. | Short-term self-liquidating trade-related contingency | 20% |
| 3. | Asset sale with recourse | 100% |
| 4. | Note issuance facilities (NIF) | 50% |
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