Regulatory Alerts2022-03-28 | CBE3.4Added · Updated
CBE Regulation Book 3.4 - Liquidity Risk Management: Liquidity Ratios According to Basel III Resolutions
The Central Bank of Egypt mandates that all banks operating in Egypt implement the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) in accordance with Basel III standards, effective from the end of July 2016. Banks must apply the LCR gradually, reaching 100% by 2019, while the NSFR must be maintained at a minimum of 100% immediately. The regulation defines High-Quality Liquid Assets (HQLA) for the LCR numerator and specifies weighting coefficients for cash outflows and inflows over a 30-day stress scenario, while requiring banks to hold additional capital if NSFR shortfalls occur.
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