Search: NSFR
RBA Glossary definition for NSFR
NSFR – Net Stable Funding Ratio
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Domestic Financial Markets
27 Nov 2017
SMP
– November 2017
Under the NSFR, banks are required to hold a minimum level of stable funding for their assets. ... The major banks have reported that they are comfortably above the regulatory minimum for the NSFR.
https://www.rba.gov.au/publications/smp/2017/nov/domestic-financial-markets.html
Changes in Banking: Looking Back and Looking Forward
17 Dec 2019
Speech
PDF
242KB
The introduction of liquidity regulations – the Liquidity Coverage Ratio (LCR) and Net Stable FundingRatio (NSFR) – contributed to a substantial rise in the banks' liquid asset holdings, to around20 per cent of
https://www.rba.gov.au/speeches/2019/pdf/sp-so-2019-12-16.pdf
Developments in the Financial System Architecture
10 Mar 2014
FSR
– March 2014
The NSFR is the Basel III long-term (structural) funding liquidity standard, which complements the short-term LCR. ... The proposed revisions aim to better align the NSFR with the LCR, reduce cliff effects within the measurement of funding stability, and
https://www.rba.gov.au/publications/fsr/2014/mar/dev-fin-sys-arch.html
Risk and Return in a Low Rate Environment
20 Mar 2018
Speech
PDF
387KB
The recently implemented Net Stable Funding Ratio (NSFR) further incentivisesthem to do this.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-03-16.pdf
Domestic Financial Conditions
10 May 2018
SMP
– May 2018
The Net Stable Funding Ratio (NSFR), which requires banks to hold a minimum level of stable funding for their assets, came into effect on 1 January 2018. ... The banks have reported that they are above the regulatory minimum for the NSFR.
https://www.rba.gov.au/publications/smp/2018/may/domestic-financial-conditions.html
CCPs and Banks: Different Risks, Different Regulations
17 Dec 2015
Bulletin
– December 2015
Recent debate on the adequacy of regulatory standards for central counterparties (CCPs) has often drawn on the experience of bank regulation. This article draws out the essential differences between CCPs and banks, considering the implications of
https://www.rba.gov.au/publications/bulletin/2015/dec/8.html
Developments in the Financial System Architecture
29 Sep 2010
FSR
- September 2010
PDF
171KB
https://www.rba.gov.au/publications/fsr/2010/sep/pdf/dev-fin-sys-arch.pdf
The Australian Financial System
14 Apr 2016
FSR
April 2016
PDF
604KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/aus-fin-sys.pdf
Financial Stability Review
25 Apr 2023
FSR
- April 2023
PDF
4493KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/financial-stability-review-2023-04.pdf
Developments in the Financial System Architecture
10 Sep 2010
FSR
– September 2010
The net stable funding ratio (NSFR) requirement aims to match the duration of banks' liabilities and assets more closely by comparing liabilities considered stable (such as deposits and long-term debt) ... The NSFR has been modified and its introduction
https://www.rba.gov.au/publications/fsr/2010/sep/dev-fin-sys-arch.html