Regulatory Alerts2024-06-01
Bank of Uganda Compilation Notes for the Weekly Liquidity Risk Return
The Bank of Uganda requires Supervised Financial Institutions to submit a weekly liquidity risk return via the BSA portal within two working days of each reporting period. The return mandates detailed tabular reporting on daily liquid assets, contractual and anticipated maturity profiles for LCR and NSFR calculations, significant funding sources by counterparty and instrument, and currency-specific breakdowns. Institutions must value reported items at principal or fair amounts, apply defined maturity bands and embedded option rules, maintain a minimum 20 percent liquidity ratio, and ensure internal systems can generate this data on demand for effective risk management.
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