Basel Releases Second Set of NSFR FAQs

On February 24th, the Basel Committee on Banking Supervision (BCBS) released their second set of frequently asked questions (FAQs) and answers on Basel III’s Net Stable Funding Ratio (NSFR). According to the BCBS, the FAQs respond to a number of interpretation questions they have received related to the October 2014 publication of the NSFR standard.

SFIG members believe that the NSFR does not provide for sufficient liquidity treatment for ABS and private label RMBS. Please see recent SFIG comments letters from August of 2016 and July of 2016. If you are interested in joining SFIG’s Regulatory Capital & Liquidity Committee, please contact Alyssa.Acevedo@sfindustry.org.

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