Republic of Kazakhstan : Technical Assistance Report-Risk-Based Supervision Pillar 2 Liquidity.
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 in...
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| Format: | Journal |
| Language: | English |
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Washington, D.C. :
International Monetary Fund,
2022.
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| Series: | IMF Staff Country Reports; Country Report ;
No. 2022/064 |
| Subjects: | |
| Online Access: | Full text available on IMF |
| 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. |
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| Item Description: | <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required |
| Physical Description: | 1 online resource (31 pages) |
| Format: | Mode of access: Internet |
| ISSN: | 1934-7685 |
| Access: | Electronic access restricted to authorized BRAC University faculty, staff and students |