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Bog'liq bcbs271 (1)
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
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