Wolters Kluwer: Managing NSFR By Matching Conversion Ratios

The Net Stable Funding Ratio (NSFR), which is the Available Stable Funding (ASF) divided by the Required Stable Funding (RSF), will be effective from January 1, 2018 - with minimum requirement at 100% by the Basel Committee on Banking Supervision (BCBS)1. This is the key component of Basel 3, governing the long-term funding risk over one year under stress scenarios to prevent radical expansion and over reliance on shortterm funding. Prior to this, traditional liquidity measures, under Asset

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