Net Stable Funding Ratio: Liquidity Risk Measurement Standards and Disclosure Requirements

Details

• Publisher's site:
  https://www.fdic.gov/ |FDIC.gov
• Corporate Authors:
  Federal Deposit Insurance Corporation (FDIC)
• Content Notes:
  Table 1: Categories of NSFR Regulatory Capital Elements and Liabilities Based on Their Characteristics and Resulting ASF Factors (Pg 9144)
  
  Table 2: Categories of Unencumbered Assets and Commitments Based on Their Characteristics and Resulting RSF Factors (Pg 9154-9155)
  
  Table 3: RSF Factors for Encumbered Assets (Pg 9166)
  
  Table 4: Treatment of Off-Balance Sheet Assets (Pg 9170)
  
  Table 5: Derivatives RSF Amount Numerical Example (Pg 9183)
  
  Table 6 - Example Dates for Changes to an NSFR Requirement (Pg 9199)
  
  Table 1 to Paragraph (b) - Required Stable Funding Adjustment Percentages (Pg 9203-9204, 9209-9210, 9221) [3 separate tables]
  
  Table 1 to Paragraph (a) - Disclosure Template (Pg 9214-9216
  
  
• Dataset Download URL:
  https://www.govinfo.gov/content/pkg/FR-2021-02-11/pdf/2020-26546.pdf
• Format:
  PDF
• Release Date:
  02/11/2021
• Agencies Involved:
  Federal Deposit Insurance Corporation (FDIC) ; Board of Governors of the Federal Reserve System (The Fed) ; Office of the Comptroller of the Currency (OCC) ; U.S. Securities and Exchange Commission (SEC) ; Federal National Mortgage Association (Fannie Mae) ; Federal Home Loan Mortgage Corporation (Freddie Mac) ; Federal Housing Finance Agency (FHFA) ; U.S. Commodity Futures Trading Commission (CFTC) ; U.S. Small Business Administration (SBA) ; Office of Management and Budget (OMB) ; Government Accountability Office (GAO)
• Law Involved:
  Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act) ; Economic Growth, Regulatory Relief, and Consumer Protection Act (EGRRCPA) ; Administrative Procedure Act (APA) ; Federal Deposit Insurance Act (FDI Act) ; Commodity Exchange Act (CEA) ; Bank Holding Company Act of 1956 ; National Bank Act ; Federal Reserve Act ; Small Business Act ; Congressional Review Act (CRA) ; Paperwork Reduction Act of 1995 (PRA) ; Regulatory Flexibility Act (RFA) ; Gramm-Leach-Bliley Act ; Riegle Community Development and Regulatory Improvement Act of 1994 (RCDRIA) ; Unfunded Mandates Reform Act of 1995 (UMRA)
• Other Institutions Involved:
  Basel Committee on Banking Supervision (BCBS) ; European Union (EU) ; International Organization of Securities Commissions (IOSCO)
• Related Regulation:
  12 CFR Part 50 ; 12 CFR Part 249
• Source:
  FDIC Website/GovInfo
• Effective Date:
  07/01/2021
• Federal Register Citation Number:
  86 FR 9120
• CFR Number:
  12 CFR Part 329
• Form Number:
  FFIEC 002
• OMB Number:
  1557-0323 ; 7100-0367 ; 3064-0197
• RIN Indentifier:
  RIN 3064–AE44 ; RIN 1557-AD97 ; RIN 7100-AE51
• Other Agency Docket IDs:
  Docket ID: OCC-2014-0029 ; Docket No. R-1537
• Main Document Checksum:
  urn:sha-512:a13966dabfd6db7a614cfb2edfac8c32454de6c157346f22f239f776355048f677ef7e8bb33b214deb3cea62c5424c214f819ffdb4a7e90719b37ae5b327964f
• Download URL:
  https://archive.fdic.gov/view/fdic/13831/fdic_13831_DS1.pdf
• File Type:
  [PDF - 2.96 MB ]