Available Stable Funding - Revision history

imported>Doug Williamson: Classify page.

2022-04-28T09:24:34Z

Classify page.

← Older revision		Revision as of 09:24, 28 April 2022
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	* [[Non-Dated Liabilities]]		* [[Non-Dated Liabilities]]
	* [[Required Stable Funding]]		* [[Required Stable Funding]]

			[[Category:Accounting,_tax_and_regulation]]
			[[Category:The_business_context]]
			[[Category:Identify_and_assess_risks]]
			[[Category:Manage_risks]]
			[[Category:Risk_frameworks]]
			[[Category:Risk_reporting]]
			[[Category:Liquidity_management]]

imported>Doug Williamson: Layout.

2016-11-17T12:39:42Z

Layout.

← Older revision		Revision as of 12:39, 17 November 2016
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	ASF is the bank's liabilities, weighted according to their expected stability, based on:		ASF is the bank's <u>liabilities</u>, weighted according to their expected <u>stability</u>, 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.		(a) Funding tenor – The NSFR is generally calibrated such that longer-term liabilities are assumed to be more stable than short-term liabilities.

imported>Doug Williamson: Amend link.

2016-11-17T12:13:48Z

Amend link.

← Older revision		Revision as of 12:13, 17 November 2016
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	* [[Liquidity]]		* [[Liquidity]]
	* [[Liquidity Coverage Ratio]]		* [[Liquidity Coverage Ratio]]
	* [[Net ~~stable funding ratio~~]]		* [[Net Stable Funding Ratio]]
	* [[Non-Dated Liabilities]]		* [[Non-Dated Liabilities]]
	* [[Required Stable Funding]]		* [[Required Stable Funding]]

imported>Doug Williamson: Layout.

2016-11-13T11:09:56Z

Layout.

← Older revision		Revision as of 11:09, 13 November 2016
Line 6:		Line 6:


	ASF is the bank's liabilities, weighted according to their expected stability based on:		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.		(a) Funding tenor – The NSFR is generally calibrated such that longer-term liabilities are assumed to be more stable than short-term liabilities.

imported>Doug Williamson: Update.

2016-11-13T11:09:16Z

Update.

← Older revision		Revision as of 11:09, 13 November 2016
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	''Bank regulation''.		''Bank regulation''

	(ASF).		(ASF).
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	ASF should be greater than or equal to Required Stable Funding (RSF).		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%.		In other words, the NSFR ratio (= ASF / RSF) should be greater than or equal to 100%.

imported>Doug Williamson: Layout.

2016-11-12T16:11:29Z

Layout.

← Older revision		Revision as of 16:11, 12 November 2016
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	Available Stable Funding (ASF) is an input to the calculation of the net stable funding ratio (NSFR) for bank prudential management purposes.		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:		ASF is the bank's liabilities, weighted according to their expected stability based on:

imported>Doug Williamson: Add link.

2016-10-30T19:49:23Z

Add link.

← Older revision		Revision as of 19:49, 30 October 2016
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	* [[Liquidity Coverage Ratio]]		* [[Liquidity Coverage Ratio]]
	* [[Net stable funding ratio]]		* [[Net stable funding ratio]]
			* [[Non-Dated Liabilities]]
	* [[Required Stable Funding]]		* [[Required Stable Funding]]

imported>Doug Williamson: Add link.

2016-08-13T19:41:29Z

Add link.

← Older revision		Revision as of 19:41, 13 August 2016
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	== See also ==		== See also ==
	* [[Basel III]]		* [[Basel III]]
			* [[Funding]]
			* [[Funding ratio]]
	* [[Liquidity]]		* [[Liquidity]]
	* [[Liquidity Coverage Ratio]]		* [[Liquidity Coverage Ratio]]
	* [[~~Funding]]~~		* [[Net stable funding ratio]]
	* [[Funding ratio]]
	* [[Required Stable Funding]]		* [[Required Stable Funding]]

imported>Doug Williamson: Create the page. Source: BIS NSFR paper 295.

2016-08-13T19:30:50Z

Create the page. Source: BIS NSFR paper 295.

New page

''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 ==
* [[Basel III]]
* [[Liquidity]]
* [[Liquidity Coverage Ratio]]
* [[Funding]]
* [[Funding ratio]]
* [[Required Stable Funding]]