6.2.3 Computing Required Amount of Stable Funding

The required stable funding factor is a pre-determined weight ranging from 0% to 100% which is applied through business assumptions for the accounts falling under the defined dimensional combinations. The weights are guided by the NSFR Standard. The required stable funding is then considered as a sum of all the weighted amounts where an RSF factor is applied.

The required stable funding factor is a weight function and is applied similarly to that of the ASF. The following formula is used for calculating the Required Amount of Stable Funding:

Figure 5-3 Required Amount of Stable Funding