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

International Monetary Fund

No 2022/064, IMF Staff Country Reports from International Monetary Fund

Abstract: 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.

Keywords: 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 (search for similar items in EconPapers)
Pages: 31
Date: 2022-03-01
New Economics Papers: this item is included in nep-cis and nep-isf
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