Republic of Kazakhstan: Technical Assistance Report-Risk-Based Supervision Pillar 2 Liquidity
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Summary:
This virtual technical assistance (TA) mission assisted the Agency in strengthening liquidity elements of its risk-based supervisory framework. The mission focused on supporting the Agency with the development of internal supervisory methodology for the assessment of banks’ ILAAP and setting individual Pillar 2 supervisory liquidity requirements and provided guidance on stress testing and sensitivity analysis through survival horizon analysis. The mission consisted of a combination of presentations, discussions, and trainings, including case studies, and covered the BCBS standards on liquidity risk and other jurisdictions’ approaches for the assessment of ILAAP and the Pillar 2 liquidity supervisory review process. This mission should be seen in the context of previous three IMF TA missions which were held since September 2020.
Series:
Country Report No. 2022/064
Subject:
Asset and liability management Financial regulation and supervision Financial sector policy and analysis International organization Liquidity Liquidity management Liquidity requirements Liquidity risk Monetary policy Stress testing
Frequency:
regular
English
Publication Date:
March 1, 2022
ISBN/ISSN:
9798400203275/1934-7685
Stock No:
1KAZEA2022001
Pages:
31
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