liquidity-nsfr - Calculate NSFR for banks
Calculates bank NSFR ratio per Basel III standards
Tags
Updated: 2026-06-30Capabilities
Typical Inputs
Typical Outputs
What this skill does
- calculate ASF
- calculate RSF
- compute NSFR ratio
- generate NSFR report
Inputs
- capital instruments
- retail deposits
- wholesale funding
- asset portfolio
- off-balance-sheet commitments
Outputs
- total ASF
- total RSF
- NSFR ratio
- compliance status
Requirements
- Basel III regulatory framework
