8.2.4.1 Available Stable Funding Factor
Available stable funding (ASF) factors are the multiplication factors specified for liabilities and equities for the purpose of calculating the Net Stable Funding Ratio (NSFR). This business assumption allows you to specify the ASF factor in percentage terms only. The percentage specified is applied to the selected combination in order to calculate the NSFR.
Refer section Defining a New Business Assumption, for information on the steps involved in specifying this assumption. In the following example ASF factor is applied on EOP balances for a selected list of products and the resulting ASF amounts are calculated.
Table 7-32 Value Change - Available Stable Funding Factor
| Business Assumption Definition | Balance Assignment | ||
|---|---|---|---|
| Product | ASF Factor | EOP Balance | Available Stable Funding |
| P1 | 85% | 10000000 |
8500000 [= (1000000*85%)] |
| P 2 | 100% | 200000 |
200000 [= (200000*100%)] |
| Term deposits from retail | 90% | 320000 |
288000 [= (320000*90%)] |
| Unsecured funding from non-financial corporates | 50% | 21000 |
10500 [= (21000*50%)] |