NSFR Calculator
Estimate a simplified Net Stable Funding Ratio from retail deposits, wholesale funding, loans, and securities using illustrative Basel-style weights.
Enter funding sources and asset balances to estimate NSFR as available stable funding divided by required stable funding.
About the Simplified NSFR Estimate
The Net Stable Funding Ratio (NSFR) is a Basel III structural liquidity metric. Banks must hold available stable funding (ASF) at least equal to required stable funding (RSF) over a one-year horizon, so the ratio is expected to be at least 100 percent. Official NSFR worksheets assign many different factors by counterparty, residual maturity, and asset quality. This NSFR calculator is a teaching sketch with a handful of illustrative weights, not a regulatory return. Available stable funding is 95 percent of retail deposits, 90 percent of operational deposits, 50 percent of wholesale funding, plus 100 percent of capital instruments. Required stable funding is 85 percent of retail loans, 85 percent of corporate loans, 15 percent of the securities portfolio, plus 100 percent of derivatives exposure. NSFR is ASF divided by RSF times 100. With the default balances, ASF is $7,450,000, RSF is $5,425,000, and NSFR is 137.33 percent. Cutting retail deposits to $4,000,000 lowers ASF and the ratio to 119.82 percent. Those weights resemble common Basel categories but omit maturity buckets, encumbrance, off-balance-sheet commitments, stable versus less-stable deposits, Level 1 HQLA haircuts, and jurisdiction-specific add-ons. A bank that appears well above 100 percent here can still fail a real NSFR because wholesale funding inside 6–12 months, committed facilities, or encumbered loans require more RSF than this form applies. Use the NSFR calculator to see the direction of a funding mix change: more retail deposits and capital raise ASF; more loans raise RSF; high-quality securities usually need less stable funding than loans. NSFR is a one-year structural ratio and is not the same as the Liquidity Coverage Ratio, which is a 30-day stress test of high-quality liquid assets. Then complete the official template with finance and risk teams. The output is a planning illustration. It is not a Basel disclosure, a supervisor filing, or proof of compliance.
NSFR Calculator Examples
ASF and RSF use the simplified weights listed in the formula section.
| Input | Output | Notes |
|---|---|---|
| Retail deposits $5,000,000; operational $1,000,000; wholesale $2,000,000; capital $800,000; retail loans $4,000,000; corporate loans $2,000,000; securities $1,500,000; derivatives $100,000 | ASF $7,450,000.00; RSF $5,425,000.00; NSFR 137.33% | A deposit-funded book that clears the 100 percent NSFR floor under these weights. |
| Retail deposits $4,000,000 with other default balances unchanged | NSFR 119.82% | Losing $1,000,000 of retail deposits removes $950,000 of ASF. |
| Capital instruments $1,500,000 with other default balances unchanged | ASF $8,150,000.00; NSFR 150.23% | Extra capital counts at 100 percent ASF and lifts the ratio. |
How to Estimate a Simplified NSFR
- Enter retail deposits, operational deposits, wholesale funding, and capital as available funding sources.
- Enter retail loans, corporate loans, securities, and derivatives as required-funding uses.
- Select Calculate to compare ASF, RSF, and the NSFR percentage.
- Treat 100 percent as the conceptual floor, then complete an official Basel worksheet before any compliance conclusion.
NSFR Calculator FAQ
What is NSFR?
The Net Stable Funding Ratio compares available stable funding with required stable funding over a one-year horizon. Supervisors generally expect the ratio to be at least 100 percent.
Are these the official Basel weights?
No. They are a short illustrative set: 95/90/50/100 on the ASF side and 85/85/15/100 on the RSF side. Real templates use many more categories.
What does an NSFR below 100 percent mean here?
Under these weights, required funding exceeds available funding. That is a structural-liquidity warning in the sketch, not an automatic regulatory breach finding.
Why do securities have a lower RSF weight than loans?
The 15 percent factor mimics the idea that unencumbered marketable securities need less long-term funding than loans that stay on the book. Encumbered or illiquid securities would need a higher weight in a real return.
Can this replace a bank's NSFR return?
No. Use the jurisdiction's official template, including off-balance-sheet items, encumbrance, and maturity buckets.