2011-11-19

Monitoring Liquidity Risk through Basel 3 Framework Concerning Minimum Regulatory Liquidity Standard Ratios

SAMA’s Banking Supervision Department mandates that all licensed banks monitor and report their Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) under the Basel 3 framework. Institutions must submit these liquidity returns quarterly, with the initial reporting period ending 31 March 2012 due by 15 May 2012. The directive explicitly directs banks to utilize existing BIS guidance documentation while focusing exclusively on the specified liquidity metrics.

Saudi Arabia

Saudi Central Bank

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• �aubi �rabian ;fflonetarp �gencp Banking Supervision Dept. Since, the BIS website contains returns and guidance documentation relating to Capital Reforms, Liquidity ratios and Leverage ratio. Please only refer to the components relating to Liquidity ratios including LCR and NSFR. The Basie agreed monitoring period for the LCR and NSFR commences on 1 st January 2012. Consequently, all Banks will be expected to provide these returns to SAMA on a quarterly basis. Therefore, the first submission as of 31 March 2012 will be due by 15 May 2012. �� j),... � "'" I -,,, A I l'JO.J (o,,--- A bd ulrahm an A. Al-Kalaf Deputy Governor for Technical Affairs P. 0. Box 2992 - Riyadh 11169, Saudi Arabia - Tel.: 01-463 3000 - Telex 404390 SJ - Fax 01-466 2119