Republic of Kazakhstan: Technical Assistance Report-Risk-Based Supervision Pillar 2 Liquidity

Technical Assistance Report-Risk-Based Supervision Pillar 2 Liquidity
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Volume/Issue: Volume 2022 Issue 064
Publication date: March 2022
ISBN: 9798400203275
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Topics covered in this book

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Banks and Banking , Finance , Money and Monetary Policy , International - Economics , survival horizon analysis , staff team of the International Monetary Fund , SREP framework , A , survival horizon , liquidity risk , Liquidity risk , Liquidity requirements , Liquidity management , Liquidity , Stress testing , Central Asia

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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.