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During the financial crisis of 2007–2008, several banks, including the UK's Northern Rock and the U.S. investment banks Bear Stearns and Lehman Brothers, suffered a liquidity crisis, due to their over-reliance on short-term wholesale funding from the interbank lending market. As a result, the G20 launched an overhaul of banking regulation known as Basel III. In addition to changes in capital requirement Both ratios are landmark requirements: it is planned that they will apply to all banks worldwide if they are engaged in international banking. ==Net stable funding ratio (NSFR or NSF ratio)== The net stable funding ratio has been proposed within Basel III, the new set of capital requirements for banks, which will over time replace Basel II.〔Basel III :("Basel III" December 2010 ) 〕 Basel III has been prepared within the Basel Committee on Banking Supervision of the Bank for International Settlements.〔Bank for International Settlements: http://www.bis.org/〕 Basel III has not been implemented yet. This funding ratio seeks to calculate the proportion of long-term assets which are funded by long-term, stable funding. * Stable funding includes: customer deposits, ''long-term'' wholesale funding (from the interbank lending market), and equity. * "Stable funding" excludes ''short-term'' wholesale funding (also from the interbank lending market). These components of stable funding are not equally weighted: see page 21 and 22 of the Consultative Document dated December 2009 for the detailed weights.〔International framework for liquidity risk measurement, standards and monitoring http://www.bis.org/publ/bcbs165.pdf〕 Long-term or "structural term assets" means: * 100% of loans longer than one year; * 85% of loans to retail clients with a remaining life shorter than one year; * 50% of loans to corporate clients with a remaining life shorter than one year; * 20% of government and corporate bonds. * Off-balance sheet categories The consultative document will be amended.〔The Group of Governors and Heads of Supervision reach broad agreement on Basel Committee capital and liquidity reform package 26 July 2010 http://www.bis.org/press/p100726/annex.pdf〕 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Net stable funding ratio」の詳細全文を読む スポンサード リンク
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