Required Stable Funding: Difference between revisions
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imported>Doug Williamson (Expand. Source: BIS http://www.bis.org/bcbs/publ/d295.pdf) |
imported>Doug Williamson (Update.) |
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Required Stable Funding (RSF) is an input to the calculation of the net stable funding ratio (NSFR) for bank prudential management purposes. | 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 resulting NSFR compares: | |||
*The amount of funding which a bank needs to fund its assets and off balance sheet commitments (RSF), with | *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). | *The amount of stable funding which the bank currently has, known as the Available Stable Funding (ASF). | ||
Revision as of 11:07, 13 November 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 resulting 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).
