S.L.10·Supplemental: Liquidity Risk Measurement
Net Stable Funding Ratio
Definition
Refers to the reporting entity’s NSFR calculation, as specified in section 100(b) of the LRM Standards.
Refers to the reporting entity’s NSFR calculation, as specified in section 100(b) of the LRM Standards. Only reporting entities that are subject to the NSFR on a standalone basis per section 1 of the LRM Standards are required to report this product. Report this product as a decimal value, with four points of precision (e.g., an NSFR of 105.25% must be reported as 1.0525).
Applicable fields: product, sub_product, currency, market_value, reporting_entity.
Cross-References
NSFR
LRM Standards
Reporting Notes
Report this product as a decimal value, with four points of precision (e.g., an NSFR of 105.25% must be reported as 1.
Version History
2025-02-26
Current version