NSFR

NSFR computes the Net Stable Funding Ratio, available stable funding divided by required stable funding, measuring whether long-term assets are backed by durable funding over a one-year horizon. Each record holds the weighted funding and asset components and the resulting ratio against the regulatory minimum. It complements LCR by addressing structural, rather than short-term, liquidity.

NSFR
NSFR — live screen from the BridgeERP MFI Suite.

Workflow

  1. Open Treasury & ALM then Liquidity then NSFR.
  2. Create or run a computation for the reporting period.
  3. Review the available and required stable funding components and their weights.
  4. Check the resulting ratio against the regulatory minimum.
  5. Track the ratio over time in the graph view.

Fields reference

Every field on this screen, drawn from the live data model.

FieldTypeRequiredDescription
Snapshot Date
snapshot_date
DateYesSnapshot Date
Has Message
has_message
Yes/No—Has Message
Name
name
Text—Name
ASF: Capital
asf_capital
Money—ASF: Capital
ASF: Stable Retail Deposits
asf_stable_deposits
Money—ASF: Stable Retail Deposits
ASF: Less-stable Deposits
asf_less_stable_deposits
Money—ASF: Less-stable Deposits
ASF: Wholesale Funding > 1y
asf_wholesale_funding
Money—ASF: Wholesale Funding > 1y
Available Stable Funding
available_stable_funding
Money—Available Stable Funding
RSF: Loans < 1y
rsf_loans_lt1y
Money—RSF: Loans < 1y
RSF: Loans >= 1y
rsf_loans_gt1y
Money—RSF: Loans >= 1y
Rsf Other Assets
rsf_other_assets
Money—Rsf Other Assets
RSF: Off-balance Commitments
rsf_off_balance
Money—RSF: Off-balance Commitments
Required Stable Funding
required_stable_funding
Money—Required Stable Funding
Ratio
ratio
Decimal—Ratio
Ratio Pct
ratio_pct
Decimal—Ratio Pct
Pass Threshold
pass_threshold
Yes/No—Pass Threshold
State
state
Choice: Draft, Confirmed—State
Notes
notes
Long text—Notes
Company
company_id
Link → res.company—Company
Currency
currency_id
Link → res.currency—Currency

Actions & buttons

Buttons available on this screen and what they do:

  • Confirm

Status lifecycle

Records on this screen move through these statuses:

Draft → Confirmed

Notes & rules

  • NSFR equals available stable funding divided by required stable funding.
  • A ratio at or above 100 percent signals durable funding of long-term assets.
  • Funding and asset categories carry prescribed stability weightings.
  • A shortfall feeds the dashboard and can raise a structural-liquidity alarm.

Technical model: treasury.nsfr · Record: Net Stable Funding Ratio (Basel III)

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