The formulas used in the calculations are:
\[ \text{ASF} = \text{reg. cap.} + \text{stable dep.} \times 0.95 + \text{less stable dep.} \times 0.9 + \text{corp. fund.} \times 0.5 \]
\[ \text{NSFR} = \frac{\text{ASF}}{\text{required stable funding}} \times 100 \]
This calculator computes the Net Stable Funding Ratio (NSFR) based on the input values of regulatory capital, stable demand deposits, less stable demand deposits, funding from corporations, and required stable funding. NSFR is a key metric in Basel III regulatory framework to ensure that banks maintain a stable funding profile in relation to their assets and off-balance sheet activities.
Let's assume the following:
Calculate the ASF:
\[ \text{ASF} = 10,000,000 + 15,000,000 \times 0.95 + 10,000,000 \times 0.9 + 17,000,000 \times 0.5 = 41,750,000 \]
Calculate the NSFR:
\[ \text{NSFR} = \frac{41,750,000}{35,000,000} \times 100 = 119.29\% \]
Therefore, the Net Stable Funding Ratio (NSFR) for this example is 119.29%.