curl --request POST \
--url https://api.fincept.in/quantlib/regulatory/liquidity/nsfr \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"capital": 100000000,
"stable_deposits_retail": 400000000,
"less_stable_deposits_retail": 200000000,
"wholesale_funding": 150000000,
"cash_and_reserves": 50000000,
"securities_level1": 100000000,
"loans_retail": 300000000,
"loans_corporate": 250000000,
"other_assets": 50000000
}
'{
"success": true,
"data": {
"nsfr": 1.5168539325842696,
"available_stable_funding": 635000000,
"required_stable_funding": 418500000,
"compliant": true
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"body",
"cet1_capital"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}Calculate Net Stable Funding Ratio
Calculates the Basel III Net Stable Funding Ratio (NSFR), which measures the stability of a bank’s funding structure over a one-year horizon. Formula: NSFR = Available Stable Funding (ASF) / Required Stable Funding (RSF). ASF comes from stable funding sources (capital 100%, stable retail deposits 95%, less stable retail 90%, wholesale 50%). RSF represents the stability required for assets (cash 0%, Level 1 securities 5%, retail loans 85%, corporate loans 65%, other assets 100%). Minimum regulatory requirement is 100%. Use this for annual funding planning, structural liquidity management, and regulatory reporting. [Tier: ENTERPRISE, Credits: 10]
curl --request POST \
--url https://api.fincept.in/quantlib/regulatory/liquidity/nsfr \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"capital": 100000000,
"stable_deposits_retail": 400000000,
"less_stable_deposits_retail": 200000000,
"wholesale_funding": 150000000,
"cash_and_reserves": 50000000,
"securities_level1": 100000000,
"loans_retail": 300000000,
"loans_corporate": 250000000,
"other_assets": 50000000
}
'{
"success": true,
"data": {
"nsfr": 1.5168539325842696,
"available_stable_funding": 635000000,
"required_stable_funding": 418500000,
"compliant": true
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"body",
"cet1_capital"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
Regulatory capital (Tier 1 + Tier 2) - 100% ASF weight
100000000
Stable retail deposits (insured, transactional) - 95% ASF weight
400000000
Less stable retail deposits - 90% ASF weight
200000000
Wholesale funding with maturity >= 1 year - 50% ASF weight
150000000
Cash and central bank reserves - 0% RSF weight
50000000
Level 1 HQLA securities (sovereigns, central bank) - 5% RSF weight
100000000
Retail loans and mortgages - 85% RSF weight
300000000
Corporate loans and other performing loans - 65% RSF weight
250000000
Other assets (NPLs, fixed assets, deferred tax) - 100% RSF weight
50000000