2018-01-02

Basel III: Treatment of Extraordinary Monetary Policy Operations in the Net Stable Funding Ratio (NSFR)

The Saudi Arabian Monetary Authority issued a circular to implement Basel III requirements regarding the treatment of extraordinary monetary policy operations within the Net Stable Funding Ratio framework. The directive establishes specific regulatory guidelines for calculating and reporting these operations to ensure consistent liquidity risk measurement across banking institutions. Financial entities must align their internal funding models and reporting practices with these updated standards to maintain compliance with the revised NSFR calculations.

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Saudi Arabia

Saudi Central Bank

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In the Name of Allah, the Most Gracious, the Most Merciful

Saudi Arabian Monetary Authority Headquarters Banking Policy Department Ref: 391000043643 Date: 1439/04/15 Attachments: 3

Circular

Your Excellency 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