You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
@kamipanero356710 ай бұрын
good morning, I wanted to download the templates but I can't find them on your drive, can you tell me where they are? thanks and congratulations
@arjun50883 ай бұрын
@@kamipanero3567 its in alphabetical order
@Mizmania12 жыл бұрын
Finished building this (EBA/PRA taxonomy 3.0) for a major UK bank.🤓
@rohitsurve4262 жыл бұрын
@ 03:11 Hi @NEDL, Excessive maturity transformation means borrowing money on shorter timeframes than they lend money out, right? In video you say, " banks *assets* would be very short term and unstable which is wrong, do you agree? You wanted to say bank' liability there right?
@NEDLeducation2 жыл бұрын
Hi Rohit, and thanks for the question! Yes, this has been a slip of the tongue.
@TheIuhassan Жыл бұрын
It is a great video. Where I can see the spreadsheet you used in this video. I can't see in the drive link you shared. Thanks
@j.r.w.devisser60303 жыл бұрын
Really good explanation thank you!
@scooby7877 Жыл бұрын
I'm confused, whats the difference between stable funding & less stable funding vs household deposits & commercial deposits in available stable funding? The deposits and stable funding seem to be coming from commercial and or household already
@ridhi_sinha2 жыл бұрын
Amazing video !
@ridhi_sinha3 жыл бұрын
Hello. Could you tell me a little about carry value adjustments table which has been newly introduced and how would that affect nsfr?
@NEDLeducation3 жыл бұрын
Hello Ridhi, and thanks for the question! Long story short, the concept of carrying value is that assets and liabilities should go into the NSFR calculations before any deductions or regulatory adjustments. Hope it helps!
@ridhi_sinha3 жыл бұрын
@@NEDLeducation It really does. It would also be great if you could give some examples of such adjustments especially from a cash and cash equivalents perspective.
@babusathya66343 жыл бұрын
Very informative. Thanks
@wilsonpeterminz1396 Жыл бұрын
Sir , my question is that on what basis you are distrbuting deposit amount on different maturity period?
@anuragmohnot7153 жыл бұрын
This is brilliant! Thanks
@tommylaruccia9969 Жыл бұрын
If I apply this in the exact same way to the 2022 data, I get a ratio of 89.90% which is too far from 137% published in 2022. Which means that something is missed in the methodology. On the other hand the LCR you calculated in the other video is perfect.
@aslivinschi3 жыл бұрын
Hello...kindly if I may ask why don't you consider the commitments? lest say Barclays has a committed to a corporate line of $100 of which 50% was disbursed already...therefore $50 drown and $50 is committed...how do you account for this? many thanks
@NEDLeducation3 жыл бұрын
Hi Alexei, and thanks for the question! As per the Basel LCR and NSFR methodology, you only consider potential future calls on liquidity arising from commitments, so you need to account for the remaining 50%.
@aslivinschi3 жыл бұрын
@@NEDLeducation indeed, but BIS does not suggest a factor? Except the 5%?
@swamivivekananda-cyclonicm87812 жыл бұрын
Fantastic. Thank you
@kadejahbaptiste3514 Жыл бұрын
Very helpful thank you.
@sulleymashoud35833 жыл бұрын
Hi Under 0% RSF, will cash balances with the bank fall under "all claims with the central bank?? Also Under 85% RSF, i see cash next to initial margin for derivatives on CCP..... How different is this cash from cash under 0% RSF bracket ??? Pls help
@NEDLeducation3 жыл бұрын
Hi Sulley, and thanks for the questions! The cash next to initial margin would be cash collateral stored in the financial institution's margin account within the exchange it trades derivatives with. It has a much higher RSF weight as the institution can redeem this cash only if it closes the derivative positions. I have got a video that explains margining for futures trading to some detail, check it out if you are interested: kzbin.info/www/bejne/a4DRoWl_ZcyJh5Y Hope it helps!
@sulleymashoud35833 жыл бұрын
Thank you so much i really appreciate it. It was very helpful.
@sulleymashoud35833 жыл бұрын
Do you have any videos on contructual maturity mismatch , concentration funding
@NEDLeducation3 жыл бұрын
@@sulleymashoud3583 Hi again Sulley, not at the moment, but will definitely consider it at some point in the future when I return to risk management videos.