Net Stable Funding Ratio (NSFR)

Assess a bank's ability to fund its activities with stable sources over a one-year horizon, per Basel III liquidity standards.

Required Stable Funding (RSF)

NSFR Results

Available Stable Funding

Required Stable Funding

NSFR Ratio

Compliant Non-Compliant

The bank meets the minimum NSFR requirement of 100%. The bank does not meet the minimum NSFR requirement of 100%.

Detailed Breakdown

Available Stable Funding (ASF)

Tier 1 Capital (100%)
Tier 2 Capital (100%)
Retail Deposits (90%)
Stable Deposits (100%)
Wholesale Funding (100%)
Other Liabilities (50%)
Total ASF

Required Stable Funding (RSF)

Cash & Reserves (0%)
Gov Securities (5%)
Corporate Bonds (20%)
Mortgages (65%)
Retail/SME Loans (85%)
Other Assets (100%)
Total RSF

Understanding NSFR

What is NSFR?

The Net Stable Funding Ratio (NSFR) is a Basel III liquidity standard that requires banks to maintain stable funding relative to the composition of their assets and off-balance sheet activities over a one-year horizon.

NSFR Formula

NSFR = Available Stable Funding (ASF) / Required Stable Funding (RSF)

Regulatory Requirement

Banks must maintain an NSFR of at least 100% at all times. This ensures that the bank has sufficient stable funding to support its activities during periods of stress.

ASF Factors

  • • Tier 1 & 2 Capital: 100%
  • • Retail deposits < 1 year: 90%
  • • Stable deposits ≥ 1 year: 100%
  • • Wholesale funding ≥ 1 year: 100%
  • • Other liabilities < 1 year: 50%

RSF Factors

  • • Cash & central bank reserves: 0%
  • • Government securities: 5%
  • • High-quality corporate bonds: 20%
  • • Residential mortgages: 65%
  • • Retail/SME loans: 85%
  • • Other assets ≥ 1 year: 100%

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