Net Stable Funding Ratio (NSFR) Calculator

Your details

Regulatory capital and any liabilities with effective residual maturity of one year or more. ASF factor: 100%.
million
Retail and small business deposits covered by a deposit insurance scheme and in a stable relationship with the bank. ASF factor: 95%.
million
Retail and SME deposits not meeting the stability criteria above, including deposits in currencies other than domestic. ASF factor: 90%.
million
Short-term unsecured wholesale funding from non-financial corporates, sovereigns, central banks, PSEs, and operational deposits. ASF factor: 50%.
million
Unencumbered Level 1 high-quality liquid assets and central bank reserve balances. RSF factor: 0%.
million
Unencumbered Level 2A assets such as AA- or better sovereign/corporate bonds. RSF factor: 15%.
million
Unencumbered Level 2B assets and loans to financial institutions with 6 to 12 months residual maturity. RSF factor: 50%.
million
Loans to non-financial clients with residual maturity of one year or more and a risk weight of 35% or below, such as residential mortgages. RSF factor: 65%.
million
Non-HQLA equities and performing loans to non-financial clients with a risk weight above 35%. RSF factor: 85%.
million
Assets encumbered for one year or more, physically settled derivatives, and other illiquid assets not captured above. RSF factor: 100%.
million
Notional amount of irrevocable credit and liquidity facilities and similar off-balance-sheet obligations. A minimum RSF factor of 5% applies.
million
NSFRStrong buffer
292.38%

Net Stable Funding Ratio (must be >= 100% under Basel III)

Available Stable Funding (ASF)1,630million
Required Stable Funding (RSF)558million
Surplus / Deficit1,073million
ASF from Tier 1 capital500million
ASF from stable retail deposits760million
ASF from less stable deposits270million
ASF from corporate funding100million
RSF from L1 HQLA0million
RSF from L2A assets23million
RSF from L2B and short-term loans50million
RSF from low-RW mortgages260million
RSF from high-RW loans170million
RSF from illiquid assets50million
RSF from off-balance-sheet5million
292.38% %
Non-compliant<90Near miss90-100Compliant100-120Strong buffer120+

NSFR 292.38% - Basel III compliant

  • Your NSFR of 292.38% exceeds the Basel III minimum of 100%, providing a stable funding surplus of approximately 1073 million.
  • Low-risk-weight mortgages (65% RSF factor) are your largest driver of required stable funding.
  • Stable retail and SME deposits (95% ASF factor) are your primary source of stable funding - a resilient base.

Next stepMonitor quarterly. Supervisors may set institution-specific NSFR buffers above 100%. Consider stress-testing with reduced retail deposit assumptions.

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