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    BCBS to Allow National Discretions for Derivative Liabilities in NSFR

    October 06, 2017

    BCBS has agreed to allow national discretion for the net stable funding ratio’s (NSFR's) treatment of derivative liabilities. This decision was agreed on, at a meeting during October 04-05, 2017. This should facilitate the implementation of NSFR, which is expected to begin on January 01, 2018.

    The NSFR assigns a 20% "required stable funding" factor to derivative liabilities. BCBS has agreed that, at national discretion, jurisdictions may lower the value of this factor, with a floor of 5%. The Basel Committee is considering whether any further revisions to the treatment of derivative liabilities are warranted; if so, it will undertake a public consultation on any proposed changes.

     

    Related Link: Press Release

    Keywords: International, Banking, NSFR, Derivative Liabilities, National Discretions, BCBS

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