Available Stable Funding

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Revision as of 19:30, 13 August 2016 by imported>Doug Williamson (Create the page. Source: BIS NSFR paper 295.)
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Bank regulation.

(ASF).

Available Stable Funding (ASF) is an input to the calculation of the net stable funding ratio (NSFR) for bank prudential management purposes.

ASF is the bank's liabilities, weighted according to their expected stability based on:

(a) Funding tenor – The NSFR is generally calibrated such that longer-term liabilities are assumed to be more stable than short-term liabilities.

(b) Funding type and counterparty – The NSFR is calibrated under the assumption that short-term deposits provided by retail customers and funding provided by small business customers are behaviourally more stable than wholesale funding of the same maturity from other counterparties.


ASF should be greater than or equal to Required Stable Funding (RSF).

In other words, the NSFR ratio ASF/RSF should be greater than or equal to 100%.


See also