8.3 Net Stable Funding Ratio Components
Table 8-4 Net Stable Funding Ratio Components
| Field Names | Description |
|---|---|
| Report Name | Net Stable Funding Ratio Components |
| Report Level Filters | Not applicable |
| Report Description | This report breaks down the Net Stable Funding Ratio into it components in the form of a bar chart. The available stable funding and required stable funding, which are the components of the NSFR formula, are displayed. |
| Report Type |
Combination of Column and Line Graph The following are displayed on the X-axis: Available Stable Funding Required Stable Option Their values are displayed on the Y-axis. |
| Dimensions |
Legal Entity Asset Level Cash Flow Type |
| Base Measures |
Stock of Level 1 Assets Stock of Level 2A Assets Stock of Level 2B RMBS Assets Stock of Level 2B non-RMBS Assets Adjustment due to Cap on Level 2B Assets Adjustment due to Cap on Level 2 Assets Stock of High Quality Liquid Assets Total Cash Inflows Total Cash Outflows 75 % of Total Cash Outflows Net Cash Outflows Liquidity Coverage Ratio |
| Computed Measures | Not Applicable |
| Drill-through On | Chart |
| Drill-through’s |
Level 1: Page Level Display Parameters: The following parameters are displayed: As of Date Process/Run Run Execution ID Run Type Consolidation Type Legal Entity Page Level Filters: Currency Type Report Name: Break-up of Net Stable Funding Ratio Components The pre and post option Net Stable Funding Ratio is displayed. Chart 1: Chart Name: Stock of HQLA Components Report Type: Column Chart The available stable funding and required stable funding components are displayed on the X-axis and the values prior to option and post each option are displayed as columns on the Y-axis. Level 2 Drill-through On: Not applicable Chart 2: Chart Name: Net Cash Outflow Components Report Type: Column Chart Net cash outflow and its components are displayed on the X-axis and the values prior to option and post each option are displayed as columns on the Y-axis. Level 2 Drill-through On: Not applicable |
Note:
If the run purpose in the Run Management window is selected as U.S. Fed Liquidity Ratio Calculation then, Net Stable Funding Ratio Components report is not applicable.