Framework on Monitoring Tools for Intraday Liquidity Management
No: 371000101113
Date(g): 19/6/2016 | Date(h): 15/9/1437
Status: In-Force
Background
The Basel framework on monitoring tools for intraday liquidity management introduces a new reporting framework that will enable banking supervisors to better monitor a bank's management of intraday liquidity risk and its ability to meet payment and settlement obligations on a timely basis along with providing supervisors with a better understanding of banks' payment and settlement behaviour. This framework includes:
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the detailed design of the monitoring tools for a bank's intraday liquidity risk;
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stress scenarios;
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key application issues; and
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the reporting regime.
SAMA has conducted a consultation process with the Saudi Banks in the development of this final regulation, which is attached in the annexures containing:
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Annexure 1: Monitoring tools for intraday liquidity management (available on BIS website (www.bis.org/publ/bcbs248.pdf).
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*Annexure 2: SAMA's position on National Discretion
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*Annexure 3: Intraday liquidity template
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*Annexure 4: Frequently Asked Questions (FAQs) and answers
Implementation date
These rules are applicable from 1 January 2017 as specified in the Basel document.
*Annexure 2,3 and 4 are not available, please ask SAMA for the attachments.
