+CHAPTER 2 General rules for the calculation of the net stable funding ratio
---+Article 428c Calculation of the net stable funding ratio
------+Article 428c 1.
------+Article 428c 2.
------+Article 428c 3.
---+Article 428d Derivative contracts
------+Article 428d 1.
------+Article 428d 2.
------+Article 428d 3.
------+Article 428d 4.
------+Article 428d 5.
------+Article 428d 6.
---+Article 428e Netting of secured lending transactions and capital market-driven transactions
---+Article 428f Interdependent assets and liabilities
------+Article 428f 1.
------+Article 428f 2.
------+Article 428f 3.
---+Article 428g Deposits in institutional protection schemes and cooperative networks
---+Article 428h Preferential treatment within a group or within an institutional protection scheme
------+Article 428h 1.
------+Article 428h 2.

CHAPTER 2 General rules for the calculation of the net stable funding ratio

CHAPTER 2 General rules for the calculation of the net stable funding ratio

1. Overview

,
Article 428c Calculation of the net stable funding ratio
Article 428d Derivative contracts
Article 428e Netting of secured lending transactions and capital market-driven transactions

Article 428e

Netting of secured lending transactions and capital market-driven transactions

Assets and liabilities resulting from securities financing transactions with a single counterparty shall be calculated on a net basis, provided that those assets and liabilities comply with the netting conditions set out in Article 429b(4).
Article 428f Interdependent assets and liabilities
Article 428g Deposits in institutional protection schemes and cooperative networks

Article 428g

Deposits in institutional protection schemes and cooperative networks

Where an institution belongs to an institutional protection scheme of the type referred to in Article 113(7), to a network that is eligible for the waiver provided for in Article 10, or to a cooperative network in a Member State, the sight deposits that the institution maintains with the central institution and that the depositing institution considers to be liquid assets pursuant to the delegated act referred to in Article 460(1) shall be subject to the following:

(a) 

the depositing institution shall apply the required stable funding factor under Section 2 of Chapter 4, depending on the treatment of those sight deposits as level 1, level 2A or level 2B assets pursuant to the delegated act referred to in Article 460(1) and depending on the relevant haircut applied to those sight deposits for the calculation of the liquidity coverage ratio;

(b) 

the central institution receiving the deposit shall apply the corresponding symmetric available stable funding factor.
Article 428h Preferential treatment within a group or within an institutional protection scheme

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards