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Reporting of net stable funding ratio (NSFR)

NSFR
Name of survey

NSFR_GM, NSFR_GQ, NSFR_GS, NSFR_PM, NSFR_PQ, NSFR_PS

Forms

NSFR_Gxx, NSFR_Pxx

Coverage

Net stable funding ratio (NSFR)

Type of survey

Partial sample survey

Reporting institutions

Reporting on a single entity basis:
Banks as defined by the Banking Act (SR 952.0), as well as branches of foreign banks.
Account-holding securities firms as defined by the Financial Institutions Act (SR 954.1), as well as account-holding branches of foreign securities firms.
Participants in the definitive small banks regime in force since
1 January 2020 are exempt.

Reporting on a consolidated basis:
Financial groups and financial conglomerates as defined by the Banking Act, which are subject to group and conglomerate supervision by FINMA.
Financial groups and financial conglomerates as defined by the Financial Institutions Act, which are subject to group and conglomerate supervision by FINMA and which include an account-holding securities firm.
Subsidiary financial groups are also required to report data.
Participants in the definitive small banks regime in force since
1 January 2020 are exempt.

Reporting entity

Financial group and/or single entity

Frequency

NSFR_PM/GM: Monthly (FINMA supervisory categories 1 and 2);
NSFR_PQ/GQ: Quarterly (FINMA supervisory category 3);
NSFR_PS/GS: Semi-annually in June/December (FINMA supervisory categories 4 and 5)

Deadline

NSFR_PM/GM: 30 days (FINMA supervisory categories 1 and 2);
NSFR_PQ/GQ: 60 days (FINMA supervisory category 3);
NSFR_PS/GS: 60 days (FINMA supervisory categories 4 and 5)

Participants

Swiss Financial Market Supervisory Authority (FINMA)

Model type

coordinates-based

Delivery formats

XLSX, XML

Special provisions

-

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