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
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