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Republic of Kazakhstan: Technical Assistance Report-Risk-Based Supervision Pillar 2 Liquidity
International MonetaryInternational Monetary Fund. Monetary and Capital Markets Department
出版International Monetary Fund, 2022-03
主題Business & Economics / Banks & BankingBusiness & Economics / Finance / GeneralBusiness & Economics / Money & Monetary PolicyBusiness & Economics / International / Economics & Trade
ISBN9798400203275
URLhttp://books.google.com.hk/books?id=TJVlEAAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋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.