Arxo Findings Register · Arxo Law

ARXO-2026-0397 · Reported

Basel Framework: NSF30.32 FAQ1 (footnote number)

The NSF30.32 FAQ attributes the definition of NSFR derivative liabilities to footnote 18, which holds the RSF formula; the definition is in footnote 2.

Consequence

Position: Reader follows the FAQ to footnote 18 for NSFR derivative liabilities Reading a: Footnote 18 gives only RSF = 100% x MAX(A - L, 0), no deduction of VM Reading b: Footnote 2 / NSF30.9 gives L = derivative liabilities - VM posted Difference: definition not found by pointer

Proposed correction

Clarify or correct the cited passage so that the rule and its references give one result for the stated case.

Issued by
Basel Committee on Banking Supervision
Act
Basel Framework NSF30 (in force 2019-12-15, published 2024-07-05)
Place
NSF30.32 FAQ1 (footnote number)
Record
Discrepancy
Class
Text of the act
Where it arose
The text of the act
Arxo's conclusion
Confirmed
Official text
Unchanged at last check
Last checked
2026-10-31

Evidence

Contradiction within the text. Quotations are verbatim from the official material; translations are ours and marked.

NSF30 Footnote 18 states that NSFR derivative liabilities = (derivative liabilities) – (total collateral posted as variation margin on derivative liabilities).
Normative text · Basel Framework NSF30 (in force 2019-12-15, published 2024-07-05) · NSF30.32 FAQ1 (footnote number) · Published 2024-07-05 · retrieved 2026-10-31 · SHA-256 aab56170f4c57f39254f95c7a1bcaea1af62676fbf4a109cf855eadfa9aadcd0 · copy
[fn18] RSF = 100% x MAX ((NSFR derivative assets – NSFR derivative liabilities), 0).
Normative text · Basel Framework NSF30 (in force 2019-12-15, published 2024-07-05) · NSF30.32 FAQ1 (footnote number) · Published 2024-07-05 · retrieved 2026-10-31 · SHA-256 aab56170f4c57f39254f95c7a1bcaea1af62676fbf4a109cf855eadfa9aadcd0 · copy

How to check it without Arxo's tools

  1. Open Basel Framework NSF30 (in force 2019-12-15, published 2024-07-05) and find NSF30.32 FAQ1 (footnote number). Compare the text with the quotation above. A copy is kept in this register: aab56170f4c57f39-NSF30@2019-12-15~2024-07-05.txt (SHA-256 aab56170f4c57f39254f95c7a1bcaea1af62676fbf4a109cf855eadfa9aadcd0, copy of the official file).
  2. The finding holds if the quoted passages read as shown and the comparison gives the result stated at the top of this page. If it does not, write to us with the record ID.

How this finding was made

AI models read the texts, built the examples and reviewed the findings.

Responsible institutions

Reported to

DateInstitutionChannelReference
2026-10-31Basel Committee on Banking Supervisione-mailhttps://mail.google.com/mail/u/0/#sent/KtbxLthRTjRNkqRtWGvxMWmXhVdckfWkGV

Responses

No response recorded.

History

  1. 2026-10-31Confirmed by Arxo
  2. 2026-10-31Entered in the register
  3. 2026-10-31Reported to Basel Committee on Banking Supervision (e-mail)

Cite this record

Arxo Law, Arxo Findings Register, ARXO-2026-0397, https://arxo.io/findings/ARXO-2026-0397/ (status as of 2026-10-31). Data: ARXO-2026-0397.json.