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PIB A9.4 Guidance

1. An Authorised Firm'sNSFR is the amount of Available Stable Funding (ASF) relative to the amount of Required Stable Funding (RSF). The NSFR should be at least 100% at all times (see PIB Rule 9.3.12). The NSFR is calculated under PIB Rule 9.3.12 using the following formula:
NSFR = ASF x 100
RSF
2. For the purposes of the NSFR Requirement, an Authorised Firm's ASF and RSF are calibrated to reflect the presumed degree of stability of liabilities and liquidity of assets.
3. This Appendix sets out how the ASF and RSF are to be calculated.
Derived from DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]