IMF Staff Country Reports

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

March 1, 2022

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Republic of Kazakhstan: Technical Assistance Report-Risk-Based Supervision Pillar 2 Liquidity, (USA: International Monetary Fund, 2022) accessed November 21, 2024

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.

Subject: Asset and liability management, Financial regulation and supervision, Financial sector policy and analysis, International organization, Liquidity, Liquidity management, Liquidity requirements, Liquidity risk, Monetary policy, Stress testing

Keywords: A. survival horizon, Central Asia, Liquidity, Liquidity management, Liquidity requirements, Liquidity risk, Liquidity risk, SREP framework, Staff team of the International Monetary Fund, Stress testing, Survival horizon analysis

Publication Details

  • Pages:

    31

  • Volume:

    ---

  • DOI:

    ---

  • Issue:

    ---

  • Series:

    Country Report No. 2022/064

  • Stock No:

    1KAZEA2022001

  • ISBN:

    9798400203275

  • ISSN:

    1934-7685

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