Almost all banks compliant with NSFR – Basel survey

Banks have made impressive progress tackling their long-term liquidity risk, with all but seven of the 193 surveyed by the Basel Committee compliant with the standard-setter’s net stable funding ratio (NSFR) as of end-2017.

Just three lenders out of 110 classified as ‘Group 1’ banks – those that are internationally active and with €3 billion or more in Tier 1 capital – and four out of 83 smaller ‘Group 2’ banks had NSFRs lower than the 100% minimum. All banks in the sample had NSFRs in excess