Calculator Inputs
Enter funding sources and asset exposures, then adjust the planning assumptions. Results appear above this form after calculation.
Example Data Table
These sample figures are illustrative and help demonstrate how weighted ASF and RSF values are produced.
| Section | Item | Amount | Weight % | Weighted Value |
|---|---|---|---|---|
| ASF | Stable retail deposits | 400.00 | 95.00 | 380.00 |
| ASF | Less stable retail deposits | 180.00 | 90.00 | 162.00 |
| ASF | Long term funding over one year | 220.00 | 100.00 | 220.00 |
| RSF | Retail and SME loans over one year | 350.00 | 85.00 | 297.50 |
| RSF | Other non liquid assets | 120.00 | 100.00 | 120.00 |
| RSF | Off balance commitments | 200.00 | 5.00 | 10.00 |
Formula Used
1) Available Stable Funding
Raw ASF = Σ(ASF Amount × ASF Weight)
2) Required Stable Funding
Raw RSF = Σ(RSF Amount × RSF Weight)
3) Scenario Adjustments
Adjusted ASF = Raw ASF × (1 − ASF Haircut ÷ 100)
Adjusted RSF = Raw RSF × (1 + RSF Stress ÷ 100)
4) Net Stable Funding Ratio
NSFR % = (Adjusted ASF ÷ Adjusted RSF) × 100
5) Funding Gap to Target
Funding Gap = max(0, Adjusted RSF × Target % − Adjusted ASF)
Standard regulatory classifications can be more detailed than this planning model. Confirm treatment against the current supervisory rulebook used by your institution.
How to Use This Calculator
- Enter a currency label so reports show the correct unit.
- Set your target NSFR, such as 100% or an internal buffer.
- Fill in all ASF categories with outstanding balances and editable weights.
- Fill in all RSF categories with balances and their planning weights.
- Use ASF haircut and RSF stress fields for downside scenarios.
- Click Calculate NSFR to display results above the form.
- Review the summary cards, chart, and detailed weighted breakdown tables.
- Export the output as CSV or PDF for review packs or audit trails.
Frequently Asked Questions
1) What does NSFR measure?
NSFR measures whether a bank has enough stable funding to support its assets and off balance sheet exposures over a one year horizon. Ratios at or above 100% generally indicate the available stable funding meets or exceeds required stable funding.
2) Why are ASF and RSF weights editable?
Editable weights let you model internal assumptions, local rules, or product specific interpretations. They also help with stress testing and management planning when the reporting framework differs from a simplified textbook example.
3) What happens when the ratio falls below 100%?
A ratio below 100% suggests the institution may not have enough stable funding for its required profile. That can indicate a need to lengthen liabilities, increase capital, reduce long dated assets, or reprice funding strategies.
4) How should I use the ASF haircut field?
Use the haircut to test how much of your available funding could weaken under stress. It is useful for management overlays, conservative planning, and sensitivity analysis before finalizing capital and balance sheet decisions.
5) How is this different from the liquidity coverage ratio?
LCR focuses on short term liquidity survival over roughly thirty days. NSFR focuses on structural funding stability over a one year horizon. Both are important, but they answer different treasury and risk management questions.
6) Should off balance sheet exposures be included?
Yes. Certain commitments and contingent exposures can require stable funding even though they are not fully recognized as balance sheet assets. Including them gives a more realistic structural funding view.
7) Can I use any currency?
Yes. The calculator treats amounts as numeric values and simply labels the output with the currency code you enter. Keep all inputs in the same reporting currency for meaningful results.
8) Is this calculator enough for regulatory submission?
No. It is best used for analysis, education, forecasting, and internal planning. Official submission requires institution specific classifications, current regulation, legal entity scope, encumbrance treatment, and supervisory reporting controls.