Authorised Firm must maintain a Net Stable Funding Ratio (NSFR) of at least 100%.
(2) The NSFR under (1) must be calculated using the formula:
NSFR = ASF x 100
(a) ASF (Available Stable Funding) is the amount, calculated in accordance with PIB Rule A9.4.1, representing the relative stability of an Authorised Firm's available funding sources; and
(b) RSF (Required Stable Funding) is the amount, calculated in accordance with PIB Rule A9.4.2, representing the Liquidity Risk profile of an Authorised Firm's assets and OBS Exposures (or potential liquidity Exposures).
Derived from DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]