Does this skill handle short-term wholesale funding?

Yes, it correctly identifies and applies factors to wholesale funding, including assigning a 0% ASF factor to funding from financial institutions with a maturity of less than 6 months.

How are encumbered assets treated in NSFR calculations?

Assets encumbered for more than one year receive a 100% RSF (Required Stable Funding) factor, regardless of the underlying asset quality, because they cannot be liquidated during the stress horizon.

What is the minimum regulatory NSFR requirement?

According to Basel III standards, banks must maintain an NSFR of at least 100% to ensure they have enough stable funding to cover their long-term assets.

What is the difference between NSFR and LCR?

NSFR (Net Stable Funding Ratio) measures structural funding stability over a 1-year horizon, whereas LCR (Liquidity Coverage Ratio) focuses on surviving acute stress over a 30-day period.

Banking Liquidity (NSFR)

Name: Banking Liquidity (NSFR)
Author: panaversity

bypanaversity

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分析与监控

Calculates and analyzes the Net Stable Funding Ratio (NSFR) to ensure banking structural liquidity compliance according to Basel III standards.

This skill empowers Claude to act as a regulatory compliance specialist by automating the calculation and interpretation of the Net Stable Funding Ratio (NSFR). It provides precise factor tables for Available Stable Funding (ASF) and Required Stable Funding (RSF) based on Basel III standards, allowing users to analyze funding profiles over a one-year horizon. The skill identifies structural funding mismatches, suggests management actions for remediation, and generates standardized NSFR reports, making it an essential tool for banking risk managers, financial analysts, and auditors focused on long-term liquidity stability.

主要功能

01Encumbered asset assessment with maturity-based weighting adjustments

02Detailed classification of ASF and RSF categories for assets and liabilities

03Strategic management recommendations for improving liquidity buffers

04Standardized reporting format for regulatory and internal management use

05Automated NSFR ratio calculation using Basel III weighted factor tables

0611 GitHub stars

使用场景

01Modeling the impact of debt issuance or deposit growth on regulatory ratios

02Validating balance sheet data against Basel III stability requirements

03Performing structural liquidity stress tests and long-term funding assessments

主要功能

01Encumbered asset assessment with maturity-based weighting adjustments

02Detailed classification of ASF and RSF categories for assets and liabilities

03Strategic management recommendations for improving liquidity buffers

04Standardized reporting format for regulatory and internal management use

05Automated NSFR ratio calculation using Basel III weighted factor tables

0611 GitHub stars

使用场景

01Modeling the impact of debt issuance or deposit growth on regulatory ratios

02Validating balance sheet data against Basel III stability requirements

03Performing structural liquidity stress tests and long-term funding assessments