Available and Required Stable Funding with NSFR Calculation

Choose a lesson below and continue learning at your own pace.

1 Asset

Learning materials

Open any available lesson. You can study this course in any order.

1 Asset

Article

1 Asset

Article Free

Available and Required Stable Funding with NSFR Calculation - Article

This article explains how to calculate the Net Stable Funding Ratio (NSFR) using Available Stable Funding (ASF) and Required Stable Funding (RSF). It covers ASF and RSF factors, maturity and counterparty classification, HQLA treatment, encumbered assets, loans, derivatives and off-balance-sheet commitments. The focus is on CAIIB numerical interpretation, correct calculation sequence and common classification traps.

13 min read