LM-12 Net Stable Funding Ratio
- LM-12.1 Introduction
- LM-12.2 Scope of Application
- LM-12.3 Requirements and Calculation Methodology
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LM-12.4 NSFR Components
- A) Available Stable Funding
- Calculation of Shari'a-compliant Hedging Contract Liability Amounts
- Liabilities and Capital Receiving a 100 Percent ASF Factor
- Liabilities Receiving a 95 Percent ASF Factor
- Liabilities Receiving a 90 Percent ASF Factor
- Liabilities Receiving a 50 Percent ASF Factor
- 5) Liabilities Receiving a 0 Percent ASF Factor
- Required Stable Funding (RSF)
- Encumbered Assets
- Shari'a-Compliant Alternative's to Repo-Style Transactions and Compliant Securities Financing
- Calculation of Shari'a Compliant Hedging Contract Asset Amounts
- 1) Assets Assigned a 0 Percent RSF Factor
- 2) Assets Assigned a 5 Percent RSF Factor
- 3) Assets Assigned a 10 Percent RSF Factor
- 4) Assets Assigned a 15 Percent RSF Factor
- 5) Assets Assigned a 50 Percent RSF Factor
- 6) Assets Assigned a 65 Percent RSF Factor
- 7) Assets Assigned a 85 Percent RSF Factor
- 8) Assets Assigned a 100 Percent RSF Factor
- Off-balance Sheet Exposures
- LM-12.5 General Disclosure Requirements