Liquidity Risk & Funding Structure

Northbridge Savings Bank plc • Total Assets £8.1B • Reporting Period: October 2024

Last Updated
31 Oct 2024 17:42 GMT
Liquidity Coverage Ratio
118.4%
+3.2% vs floor
Net Stable Funding Ratio
109.7%
-2.1% MoM
HQLA Buffer
£1.84B
61.3% utilization
Survival Horizon (Stress)
74 days
-17d vs Q1
Intraday Peak Usage
£427M
Day 14 spike event
Encumbrance Ratio
18.3%
£1.48B pledged

Wholesale Funding Maturity Profile

LCR & NSFR 12-Month Trend

HQLA Composition

Survival Horizon Under Stress Scenarios

Deposit Behavioral Segmentation (Oct)

Funding Instrument Register (Top 10 by Size)

Instrument ID Type Notional (£M) Maturity Rate (%) Counterparty
WF-2024-087Term Deposit£420.02025-01-154.85HSBC UK
WF-2024-053Repo£385.02024-12-035.12Barclays
WF-2024-091CD Issuance£350.02025-03-214.95Market
WF-2024-062Term Deposit£290.02025-02-084.78Lloyds
WF-2024-104Covered Bond£275.02026-10-305.24Market
WF-2024-078Repo£240.02024-11-185.08NatWest
WF-2024-095Term Deposit£215.02025-04-124.92Santander
WF-2024-069FRN£195.02025-06-15SONIA+1.1Market
WF-2024-081Repo£180.02024-12-205.15Deutsche
WF-2024-107Term Deposit£165.02025-05-094.88RBS

Encumbrance Ratio by Pledge Type

Contingent Liquidity Facility Headroom

BoE Discount Window £450M / £800M
Committed Lines (Banks) £280M / £500M
Repo Capacity (Unencumbered) £620M / £1.2B
Total Available £1.35B
Liquidity Buffer Utilization
61.3%
£1.84B of £3.0B capacity
Weighted Avg. Funding Cost
4.97%
+22bps vs Q2 2024
Deposit Flight Risk Index
6.8
Elevated (rate-sensitive migration)