NSFR Calculator
Calculate Net Stable Funding Ratio for Basel III compliance assessment
Calculate NSFR Components
Available Stable Funding (ASF) Components
ASF Factor: 100% (Most stable funding source)
ASF Factor: 95% (Highly stable retail deposits)
ASF Factor: 90% (Moderately stable deposits)
ASF Factor: 50% (Less stable wholesale funding)
Required Stable Funding (RSF)
Total funding required for stable operations over 12 months
NSFR Calculation Results
Available Stable Funding (ASF) Breakdown
Formula: NSFR = Available Stable Funding ÷ Required Stable Funding × 100
ASF Formula: Reg. Capital + Stable Dep. × 0.95 + Less Stable Dep. × 0.9 + Corp. Fund. × 0.5
Basel III Requirement: Minimum 100% NSFR for regulatory compliance
Basel III Compliance Analysis
Example: Bank Alpha NSFR Calculation
Bank Alpha's Funding Sources
Regulatory Capital: $10,000,000
Stable Demand Deposits: $15,000,000
Less Stable Demand Deposits: $10,000,000
Corporate Funding: $17,000,000
Required Stable Funding: $35,000,000
ASF Calculation
ASF = $10,000,000 + ($15,000,000 × 0.95) + ($10,000,000 × 0.9) + ($17,000,000 × 0.5)
ASF = $10,000,000 + $14,250,000 + $9,000,000 + $8,500,000
ASF = $41,750,000
NSFR = $41,750,000 ÷ $35,000,000 × 100 = 119.29%
ASF Factors by Funding Type
Regulatory Capital
Tier 1 & Tier 2 capital
Most stable funding source
Stable Deposits
Retail demand deposits
High customer loyalty
Less Stable Deposits
Higher-value deposits
Moderate stability
Corporate Funding
Wholesale funding
Lower stability
NSFR Benefits
Ensures long-term funding stability
Reduces reliance on short-term funding
Improves crisis resilience
Supports sustainable business models
Regulatory compliance requirement
Understanding Net Stable Funding Ratio (NSFR)
What is NSFR?
The Net Stable Funding Ratio (NSFR) is a Basel III regulatory metric that measures a bank's ability to maintain stable funding over a one-year horizon. It ensures banks have sufficient long-term funding to support their assets and activities during periods of stress.
Why is NSFR Important?
- •Promotes funding stability and reduces maturity mismatches
- •Complements the Liquidity Coverage Ratio (LCR)
- •Reduces excessive reliance on wholesale funding
- •Enhances long-term financial resilience
NSFR Components
Available Stable Funding (ASF)
The portion of capital and liabilities expected to be reliable sources of funding over a one-year time horizon.
ASF = Σ(Funding Source × ASF Factor)
Required Stable Funding (RSF)
The amount of stable funding required based on the liquidity characteristics and residual maturities of assets and off-balance sheet exposures.
NSFR = ASF ÷ RSF × 100 ≥ 100%