Required Minimum Distribution and Required Stable Funding: Difference between pages
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(Difference between pages)
imported>Doug Williamson (Create page. Sources: linked pages and IRS webpage https://www.irs.gov/retirement-plans/plan-participant-employee/retirement-topics-required-minimum-distributions-rmds) |
imported>Doug Williamson (Expand. Source: BIS http://www.bis.org/bcbs/publ/d295.pdf) |
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'' | ''Bank regulation - funding risk''. | ||
( | (RSF). | ||
Required Stable Funding (RSF) is an input to the calculation of the net stable funding ratio (NSFR) for bank prudential management purposes. | |||
The NSFR compares: | |||
*The amount of funding which a bank needs to fund its assets and off balance sheet commitments (RSF), with | |||
*The amount of stable funding which the bank currently has, known as the Available Stable Funding (ASF). | |||
A bank's Required Stable Funding (RSF) is calculated from its assets, weighted according to their maturity, credit quality and liquidity, together with an amount in relation to off balance sheet commitments. | |||
Definitions for the RSF calculation generally mirror those used in the Liquidity Coverage Ratio (LCR). | |||
== See also == | == See also == | ||
* [[ | * [[Available Stable Funding]] | ||
* [[ | * [[Basel III]] | ||
* [[ | * [[Funding]] | ||
* [[ | * [[Funding ratio]] | ||
* [[ | * [[Liquidity]] | ||
* [[ | * [[Liquidity Coverage Ratio]] | ||
* [[ | * [[Net stable funding ratio]] | ||
* [[ | * [[Off balance sheet]] | ||
Revision as of 16:04, 22 August 2016
Bank regulation - funding risk.
(RSF).
Required Stable Funding (RSF) is an input to the calculation of the net stable funding ratio (NSFR) for bank prudential management purposes.
The NSFR compares:
- The amount of funding which a bank needs to fund its assets and off balance sheet commitments (RSF), with
- The amount of stable funding which the bank currently has, known as the Available Stable Funding (ASF).
A bank's Required Stable Funding (RSF) is calculated from its assets, weighted according to their maturity, credit quality and liquidity, together with an amount in relation to off balance sheet commitments.
Definitions for the RSF calculation generally mirror those used in the Liquidity Coverage Ratio (LCR).
