NSF99 Definitions and applications (paras. 99.1-99.6) (effective as of 15 December 2019) | Better Regulation

Version date: 15 December 2019 - onwards

NSF99 Definitions and applications (paras. 99.1-99.6) (effective as of 15 December 2019)

This chapter summarises the available and required stable funding factors, as well as giving guidance on the treatment of specific instruments.

Version effective as of 15 Dec 2019

First version in the format of the consolidated framework.

Summary of available stable funding and required stable funding factors

99.1 Table 1 below summarises the components of each of the available stable funding (ASF) categories and the associated maximum ASF factor to be applied in calculating an institution's total amount of available stable funding under the standard.

Summary of liability categories and associated ASF factors	Table 1
ASF factor	Components of ASF category
100%	Total regulatory capital as in NSF30.10 (excluding Tier 2 instruments with residual maturity of less than one year) Other capital instruments and liabilities with effective residual maturity of one year or more
95%	Stable non-maturity (demand) deposits and term deposits with residual maturity of less than one year provided by retail and small business customers
90%	Less stable non-maturity (demand) deposits and term deposits with residual maturity of less than one year provided by retail and small business customers
50%	Funding with residual maturity of less than one year provided by non- financial corporate customers Operational deposits

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