Regulatory Alerts2019-12-27 | 119377Regulation on the Calculation of the Liquidity Coverage Ratio for Commercial Banks
The National Bank of the Kyrgyz Republic issued this regulation to establish the methodology for calculating the Liquidity Coverage Ratio (LCR) for systemically significant commercial banks. The rule mandates that banks maintain a minimum LCR of 100% by holding sufficient High-Quality Liquid Assets to cover net cash outflows over a 30-day stress scenario. It defines specific criteria for eligible assets, including haircuts for Level 2 assets, and prescribes detailed outflow and inflow coefficients for various liability and asset categories.
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