LM-12.2 LM-12.2 Scope of Application
LM-12.2.1
Bahraini conventional bank licensees shall calculate the NSFRseparately for each of the following levels:
(a) Level (A): The NSFR for the bank on solo basis; and(b) Level (B): The NSFR for the bank on a consolidated basis.August 2018LM-12.2.2
When applying these requirements on a consolidated basis, the available stable funding ('ASF') factors applied for branches and subsidiaries outside Bahrain must be as per the requirements in this Module.
August 2018