Regulatory Alerts2011-11-10
Enhancements to the ICAAP Document at End of 2011
The Banking Supervision Department requires banks to submit specific year-end 2011 data to enhance their Internal Capital Adequacy Assessment Process. Institutions must report connected party loan concentrations, Liquidity Coverage and Net Stable Funding Ratios alongside three-year deposit breakdowns, plus currency-specific derivatives activity and current leverage ratios. These updated reporting requirements ensure a more comprehensive assessment of capital adequacy and liquidity risk across the banking sector.
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