From Open Risk Manual


BCBS D470 is a document published by the Basel Committee on Banking Supervision on July 2019 in the Liquidity Risk category.


Regulatory Consistency Assessment Programme (RCAP) Assessment of Basel NSFR regulations – Canada.


Through its Regulatory Consistency Assessment Programme (RCAP), the Basel Committee monitors the timely adoption of regulations by its members, assesses the regulations' consistency with the Basel framework and examines the consistency of banks' calculation of the prudential ratios across jurisdictions. The RCAP also helps member jurisdictions to identify and assess the materiality of any deviations from the Basel framework.

This report describes the Committee's assessment of Canada's implementation of the Basel Committee's Net Stable Funding Ratio (NSFR) standard. The Canadian NSFR has been assessed as compliant, which is the highest possible grade.

Document Profile

  • Publication Date: July 2019
  • Publication Type: Implementation Reports
  • Publication Status: Current
  • Publication Category: Liquidity Risk
  • Number of Pages: 24
  • Keywords: Liquidity Risk

See Also


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