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

Publication Date:

March 1, 2022

Electronic Access:

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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.

Series:

Country Report No. 2022/064

Subject:

Frequency:

regular

English

Publication Date:

March 1, 2022

ISBN/ISSN:

9798400203275/1934-7685

Stock No:

1KAZEA2022001

Pages:

31

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