Large Bank Examination Workshop February 2026

NSFR Definition Total Available Stable Funding (ASF) Total Required Stable Funding (RSF)

Must be greater than or equal to 100%

• A bank’s total ASF is the portion of its capital and liabilities that will remain with the institution for more than one year. • A bank’s total RSF is the amount of stable funding that it is required to hold given the liquidity characteristics and residual maturities of its assets and the contingent liquidity risk arising from its off-balance sheet exposures

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NSFR

100%: Capital, hybrids, liabilities w residual maturity > 1 year 90%: Stable deposits 80%: Less stable deposits 50%: Wholesale funding (non-financials) 0%: Remainder

ASF (Available Stable Funding)

0%: Cash, CP, bonds w residual maturity < 1 y, non-renewable interbank loans 5%: Govies et al. (  AA), off-balance sheet 20%: Corporate bonds & covered bonds & govies (  AA), residual maturity  1 y 50%: Corporate bonds & covered bonds (  A-)  1 y, loans to non-financial corporates < 1 y 65%: Unencumbered mortgages (  35% RW) 85%: Retail loans < 1 y 100%: Remainder

RSF (Required Stable Funding)

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