NSFR Net Stable Funding Ratio Calculator

Aggregate actual caller funding/exposure categories with explicit ASF/RSF factors and per-category half-up rounding; no embedded maturity/classification tables, off-balance-sheet eligibility assumptions or supervisory NSFR compliance ruling.

Description

Net stable funding ratio (NSFR) compares available with required stable funding after classification weights.

Net stable funding ratio (NSFR) compares available with required stable funding after classification weights. Supplied factors and category rounding shape this simplified scenario.^{[1, 2]}

The returned values include Modeled available stable funding minor, Modeled required stable funding minor, Modeled nsfr percent. The How section below explains the calculation, input rules and interpretation.

When to use NSFR Net Stable Funding Ratio Calculator

Use NSFR Net Stable Funding Ratio Calculator when you need to evaluate the supplied records under the calculation and evidence rules below. No maturity/classification table, off-balance-sheet eligibility or supervisory compliance ruling is supplied.

Prepare observed financial records and verified caller terms. Use one currency for integer minor-unit money and preserve leading zeros in identifier text. One basis point is 0.01 percentage points. Resolve dates, local clocks, counting rules and evidence flags as specified.

How to use NSFR Net Stable Funding Ratio Calculator and understand its results

Prepare observed financial records and verified caller terms. Use one currency for integer minor-unit money and preserve leading zeros in identifier text. One basis point is 0.01 percentage points. Resolve dates, local clocks, counting rules and evidence flags as specified.
Enter fundingCategoryAmountsMinor, callerAsfWeightBasisPoints, assetExposureAmountsMinor, callerRsfWeightBasisPoints using the field table and calculation rules, then run the tool.
Read modeledAvailableStableFundingMinor, modeledRequiredStableFundingMinor, modeledNsfrPercent. The explanation below defines the units, signs, ordering and any flags or placeholder values.
If the tool reports an input issue, correct the values and run it again. Apply the stated assumptions when interpreting a successfully returned result.

Input field	Meaning	Value type; see rules below	Requirement
fundingCategoryAmountsMinor	Funding category amounts minor	list of number	Required
callerAsfWeightBasisPoints	Caller asf weight basis points	list of number	Required
assetExposureAmountsMinor	Asset exposure amounts minor	list of number	Required
callerRsfWeightBasisPoints	Caller rsf weight basis points	list of number	Required

Enter separate aligned nonempty nonnegative safe-integer funding/exposure lists and integer factors 0–10000. Round each category independently with half ties away from zero and require positive rounded RSF. Return ASF, RSF and modeled percent.

ASF=sum(roundMinor(funding_i×ASFbps_i/10000)); RSF=sum(roundMinor(exposure_i×RSFbps_i/10000)); NSFR%=100ASF/RSF

Units, indexing, boundary conditions and exceptional cases are defined in the calculation rules above.

Output field	Meaning	Value type
modeledAvailableStableFundingMinor	Modeled available stable funding minor	number
modeledRequiredStableFundingMinor	Modeled required stable funding minor	number
modeledNsfrPercent	Modeled nsfr percent	number

json

{
  "input": {
    "fundingCategoryAmountsMinor": [
      1000,
      500
    ],
    "callerAsfWeightBasisPoints": [
      10000,
      5000
    ],
    "assetExposureAmountsMinor": [
      1000,
      200
    ],
    "callerRsfWeightBasisPoints": [
      8500,
      10000
    ]
  },
  "output": {
    "modeledAvailableStableFundingMinor": 1250,
    "modeledRequiredStableFundingMinor": 1050,
    "modeledNsfrPercent": 119.04761904761905
  }
}

Limitations and assumptions

No maturity/classification table, off-balance-sheet eligibility or supervisory compliance ruling is supplied.

Numeric inputs, where present, must be finite. Follow the calculation-specific rules for overflow, underflow and exceptional cases. Numeric lists are limited to 10,000 entries; string lists to 128 strings of at most 128 characters each. The rules above may impose smaller limits. Missing required fields, extra fields, wrong value types and violations of the calculation rules are input errors.

Alternative or Complementary methods

Use LCR Liquidity Coverage Ratio Calculator: A simplified LCR scenario adjusts eligible assets for haircuts and caps level-two share and stress inflow offset. Hard caps use flooring to avoid overshooting. For a complementary task, use CET1 Capital Adequacy Ratio Calculator: CET1 scenarios deduct specified adjustments before dividing by supplied RWA. Capital and policy margin can remain negative.

Further background: Basel Framework: Net stable funding ratio.

References

NSFR Net Stable Funding Ratio Calculator — tool.io
Basel Framework: Net stable funding ratio — Bank for International Settlements

Similar or alternative tools

LCR Liquidity Coverage Ratio Calculator
A simplified LCR scenario adjusts eligible assets for haircuts and caps level-two share and stress inflow offset. Hard caps use flooring to avoid overshooting.
CET1 Capital Adequacy Ratio Calculator
CET1 scenarios deduct specified adjustments before dividing by supplied RWA. Capital and policy margin can remain negative.