The bank must keep available stable funding (ASF) at least equal to required stable funding (RSF), a ratio of at least 100% on an ongoing basis (NSF20.2). ASF is the capital and liabilities the bank can rely on over a one-year horizon; RSF depends on the liquidity characteristics and residual maturities of assets and off-balance sheet exposures (NSF20.2). The NSFR is reported at least quarterly (NSF20.3). It applies to internationally active banks on a consolidated basis (NSF10.4). ASF factors are 100% for capital and liabilities maturing in one year or more, 95% for stable and 90% for less stable retail and small business deposits, 50% for funding under one year from non-financial corporates, sovereigns and PSEs and for operational deposits, and 0% for other short-term funding (NSF30.10 to NSF30.14). Investor call options are assumed exercised at the earliest date (NSF30.7). RSF factors run from 0% for cash and short central bank claims through 5% for Level 1, 15% for Level 2A, 50% for Level 2B and sub-one-year non-HQLA, 65% for qualifying mortgages, 85% for other performing loans, to 100% for assets encumbered one year or more (NSF30.25 to NSF30.32). Undrawn committed facilities require 5% RSF (NSF30.34), and 5% to 20% of gross derivative liabilities, set by national discretion, attracts 100% RSF (NSF30.32).
This control maps to 1 controls across 1 other frameworks. If you already hold one of them, the evidence you collected for it is the starting point here rather than new work.
Every mapping shown was judged rather than inferred from wording similarity, and the ones that failed review are published too. See the coverage reports and what was rejected.
The graph holds this control, the 1 it maps to, and the evidence behind each claim, over MCP and REST.