NSFR Calculator — Net Stable Funding Ratio (Basel III)
Compute the Basel III Net Stable Funding Ratio (NSFR): enter Available Stable Funding and Required Stable Funding to see if the ratio meets the 100% minimum and by how much.
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Meets Basel III minimum of 100%
- 1
ASF ÷ RSF
1500 ÷ 1200 = 1,25 - 2
Net Stable Funding Ratio
(1500 ÷ 1200) × 100 = 125Basel III requires NSFR ≥ 100%.
Come funziona questo calcolatore?
NSFR = ASF ÷ RSF × 100%. Banks must maintain ≥ 100% under Basel III. ASF is the sum of stable liabilities weighted by how long they persist; RSF is asset items weighted by how much stable funding they require. A ratio above 100% shows a surplus; below 100% signals a structural funding shortfall.
Formula
How this is calculated
The Net Stable Funding Ratio (NSFR) is a Basel III structural liquidity standard published by the Basel Committee on Banking Supervision (BCBS) and generally effective from 2021. It requires banks to hold a minimum amount of stable funding relative to their stable funding needs over a one-year horizon, with NSFR ≥ 100% at all times.
Available Stable Funding (ASF) is the weighted sum of a bank's liabilities and regulatory capital, where each funding source is assigned an ASF factor reflecting how stable it is over a one-year horizon. Tier 1 and Tier 2 capital attract a 100% factor; stable retail deposits 90–95%; short-term wholesale funding 0–50% depending on maturity and counterparty type. Required Stable Funding (RSF) is the weighted sum of assets, with each asset class assigned an RSF factor reflecting how much stable funding it needs — highly liquid assets such as HQLA Level 1 attract 0–5%, while long-term loans and illiquid assets attract 65–100%.
This calculator takes pre-computed ASF and RSF totals directly as inputs, making it suitable for scenario analysis once you have applied the BCBS weighting factors to each balance-sheet line. For the full factor table, consult the BCBS NSFR standard (October 2014, revised 2016) or your national regulator's implementing rules, as some jurisdictions apply modified factors. The NSFR complements the short-term Liquidity Coverage Ratio (LCR) — together they address both immediate (30-day) and structural (one-year) liquidity risk.
Domande frequenti
Banks must maintain an NSFR of at least 100% at all times. A ratio below 100% means the bank's stable funding is insufficient to cover its stable funding needs over a one-year stress horizon, triggering regulatory action.
The Liquidity Coverage Ratio (LCR) measures short-term resilience — whether a bank holds enough high-quality liquid assets to survive a 30-day stress scenario. The NSFR addresses the one-year structural funding profile, discouraging excessive reliance on short-term wholesale funding. Banks must comply with both.
Factors are specified in the BCBS NSFR standard and may be locally modified. Key examples: 100% for Tier 1 capital; 90% for stable retail deposits; 50% for operational deposits from corporates; 0% for unsecured overnight wholesale funding; 65% for residential mortgages; 100% for encumbered assets held for more than one year.
Conosciuto anche come
TG we-Calculate Editorial Team. (2026). NSFR Calculator — Net Stable Funding Ratio (Basel III) [Online calculator]. TG we-Calculate. https://we-calculate.com/it/calculator/nsfr-calculator
TG we-Calculate Editorial Team. "NSFR Calculator — Net Stable Funding Ratio (Basel III)." TG we-Calculate. 2026. https://we-calculate.com/it/calculator/nsfr-calculator.
TG we-Calculate Editorial Team, "NSFR Calculator — Net Stable Funding Ratio (Basel III)," TG we-Calculate, 2026. [Online]. Available: https://we-calculate.com/it/calculator/nsfr-calculator
@misc{wecalculate_nsfr_calculator, title = {NSFR Calculator — Net Stable Funding Ratio (Basel III)}, author = {{TG we-Calculate Editorial Team}}, howpublished = {\url{https://we-calculate.com/it/calculator/nsfr-calculator}}, year = {2026}, note = {TG we-Calculate} }
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