European NSFR ‘will change’, say HSBC and Deutsche Bank

Conference hears claims of an EC change in the treatment of derivatives

European Commission
European Commission: 'serious implications' if it were to go its own way on the NSFR

Two senior liquidity managers at HSBC and Deutsche Bank have both predicted at a conference in London that the derivatives funding requirement in the Net Stable Funding Ratio will be altered in Europe.

"I don't think it is going to be materially watered down, but there could be a little bit of movement, it sounds like, on the derivatives side of things," said Christopher Blake, a senior manager of liquidity risk at HSBC, speaking at the Liquidity and Funding Risk conference in London on

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here