Basel III: the Net Stable Funding Ratio

Document Outline

• Basel III: The Net Stable Funding Ratio
• I.  Introduction
• II.  Definition and minimum requirements
  • A. Definition of available stable funding
    • Liabilities and capital receiving a 100% ASF factor
    • Liabilities receiving a 95% ASF factor
    • Liabilities receiving a 90% ASF factor
    • Liabilities receiving a 50% ASF factor
    • Liabilities receiving 0% ASF factor
  • B. Definition of required stable funding for assets and off-balance sheet exposures
    • Encumbered assets
    • Secured financing transactions
    • Assets assigned a 0% RSF factor
    • Assets assigned a 5% RSF factor
    • Assets assigned a 15% RSF factor
    • Assets assigned a 50% RSF factor
    • Assets assigned a 65% RSF factor
    • Assets assigned an 85% RSF factor
    • Assets assigned a 100% RSF factor
    • Off-balance sheet exposures
• Annex 1
• Key changes from the Net Stable Funding Ratio published in December 2010