7.1.4.3 Required Stable Funding Factor

Required stable funding factors are the multiplication factors specified for assets to calculate the NSFR. This assumption allows you to specify the amount in percentage only. The percentage specified is applied to the selected combination to calculate the Net Stable Funding Ratio (NSFR).

See the Defining a New Business Assumption section for information on the steps involved in specifying this assumption. In the following example, RSF factor is applied on EOP balances for a selected list of products and the resulting RSF amounts are calculated.

Table 7-35 Value Change - Required Stable Funding Factor

Business Assumption		Computation
Product	RSF Factor	EOP Balance	Required Stable Funding
Non-renewable loans to financial entities and financial corporates	0%	200000	0 [= (200000*0%)]
Gold	50%	150000	75000 [= (150000*50%)]
Corporate bonds rated A+ to A-	40%	220000	0 [= (220000*40%)]