Calculate Net Stable Funding Ratio (NSFR) for Basel III regulatory compliance and liquidity risk assessment.
Determine your institution's Net Stable Funding Ratio by analyzing available stable funding sources against required stable funding needs for regulatory compliance.
Click on any example to load it into the calculator.
Typical NSFR calculation for a small community bank with focus on retail banking.
Retail Deposits: 5000000 USD
Operational Deposits: 1000000 USD
Wholesale Funding: 2000000 USD
Capital Instruments: 800000 USD
Retail Loans: 4000000 USD
Corporate Loans: 2000000 USD
Securities: 1500000 USD
Derivatives: 100000 USD
NSFR calculation for a large commercial bank with diverse funding sources and asset portfolio.
Retail Deposits: 25000000 USD
Operational Deposits: 5000000 USD
Wholesale Funding: 15000000 USD
Capital Instruments: 4000000 USD
Retail Loans: 20000000 USD
Corporate Loans: 30000000 USD
Securities: 8000000 USD
Derivatives: 500000 USD
NSFR calculation for an investment bank with significant wholesale funding and trading activities.
Retail Deposits: 2000000 USD
Operational Deposits: 8000000 USD
Wholesale Funding: 40000000 USD
Capital Instruments: 6000000 USD
Retail Loans: 5000000 USD
Corporate Loans: 25000000 USD
Securities: 20000000 USD
Derivatives: 2000000 USD
Example showing the minimum NSFR ratio of 100% required by Basel III regulations.
Retail Deposits: 10000000 USD
Operational Deposits: 2000000 USD
Wholesale Funding: 5000000 USD
Capital Instruments: 2000000 USD
Retail Loans: 8000000 USD
Corporate Loans: 12000000 USD
Securities: 4000000 USD
Derivatives: 300000 USD