Search: NSFR
RBA Glossary definition for NSFR
NSFR – Net Stable Funding Ratio
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The Australian Financial System
12 Apr 2019
FSR
– April 2019
Another measure of liquidity risk management is the Net Stable Funding Ratio (NSFR), which captures the extent to which more stable liabilities are used to fund less liquid assets. ... NSFRs have risen to be around banks' target levels and above
https://www.rba.gov.au/publications/fsr/2019/apr/australian-financial-system.html
The Australian Financial System
20 Apr 2016
FSR
– April 2016
The Net Stable Funding Ratio (NSFR) is part of the Basel III liquidity framework and is intended to complement the LCR by requiring banks to maintain a stable funding profile over ... While the NSFR is not due to be implemented until 2018, banks are
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html
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
Developments in the Financial System Architecture
10 Mar 2012
FSR
– March 2012
APRA is proposing to introduce the two new quantitative liquidity standards – the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) – broadly in line with the Basel III recommendations. ... APRA is proposing to follow the BCBS
https://www.rba.gov.au/publications/fsr/2012/mar/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Sep 2014
FSR
– September 2014
finalise the Net Stable Funding Ratio (NSFR), following a consultation earlier in the year. ... The NSFR is a long-term liquidity requirement which aims to make banks' funding structures more resilient.
https://www.rba.gov.au/publications/fsr/2014/sep/dev-fin-sys-arch.html