A
AcadiFi
Liquidity RiskMedium

A bank funds 400millionincommercialrealestateloans(RSFfactor:65400 million in commercial real estate loans (RSF factor: 65%) with 300 million in stable retail deposits (ASF factor: 95%) and $200 million in overnight unsecured wholesale funding (ASF factor: 0%). The bank's NSFR is closest to:

FRM Part II — Market, Credit, Operational & Investment Risk — Liquidity Risk Practice Question | AcadiFi | AcadiFi