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06 October 2017

BCBS(バーゼル銀行監督委員会)、NSFR(安定調達比率)におけるデリバティブ負債の取り扱いについて各国当局に委ねることを決定


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The Basel Committee on Banking Supervision discussed the net stable funding ratio (NSFR) standard and agreed to allow national discretion for the NSFR's treatment of derivative liabilities.


This should facilitate the implementation of the NSFR, which is expected to begin on 1 January 2018.

The NSFR assigns a 20% "required stable funding" factor to derivative liabilities. The Committee has agreed that, at national discretion, jurisdictions may lower the value of this factor, with a floor of 5%.

The Committee is considering whether any further revisions to the treatment of derivative liabilities are warranted, and if so, will undertake a public consultation on any proposed changes.

Press release



© BCBS (BIS)


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