1. Liquidity Risk Regulatory Calculations for Reserve Bank of India User Guide
  2. Net Stable Funding Ratio Calculation
  3. Process Flow
  4. Identification of Maturity Bands

6.2.1 Identification of Maturity Bands

One of the various dimensions used to allocate ASF and RSF factors is the maturity bucket of the instrument. For NSFR computation, maturity bands are used to allocate the factors. The RBI NSFR band is pre-defined as per regulatory guidelines and has values as follows:

  • Less than 6 months
  • Greater than or equal to 6 months but less than 1 year
  • Greater than or equal one year
  • Open maturity

All accounts will be categorized on one of the above bands depending on the maturity date. It must be noted that to categorize any product into open maturity, the Rule "LRM - Classification of Products as Open Maturity" has to be edited and the product must be included in the Rule.