Skip to main content
POST
/
quantlib
/
regulatory
/
liquidity
/
nsfr
curl --request POST \
  --url https://finceptbackend.share.zrok.io/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
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://finceptbackend.share.zrok.io/auth/register

Body

application/json
​
capital
number
required

Regulatory capital (Tier 1 + Tier 2) - 100% ASF weight

Example:

100000000

​
stable_deposits_retail
number
default:0

Stable retail deposits (insured, transactional) - 95% ASF weight

Example:

400000000

​
less_stable_deposits_retail
number
default:0

Less stable retail deposits - 90% ASF weight

Example:

200000000

​
wholesale_funding
number
default:0

Wholesale funding with maturity >= 1 year - 50% ASF weight

Example:

150000000

​
cash_and_reserves
number
default:0

Cash and central bank reserves - 0% RSF weight

Example:

50000000

​
securities_level1
number
default:0

Level 1 HQLA securities (sovereigns, central bank) - 5% RSF weight

Example:

100000000

​
loans_retail
number
default:0

Retail loans and mortgages - 85% RSF weight

Example:

300000000

​
loans_corporate
number
default:0

Corporate loans and other performing loans - 65% RSF weight

Example:

250000000

​
other_assets
number
default:0

Other assets (NPLs, fixed assets, deferred tax) - 100% RSF weight

Example:

50000000

Response

NSFR calculated successfully

​
success
boolean
Example:

true

​
data
object