Saudi Arabian Monetary Agency

BANKING CONTROL

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From: Saudi Arabian Monetary Agency
To: All Banks
Attention: Managing Directors, Chief Executive Officers and General Managers Subject: Framework on monitoring tools for intraday liquidity management

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Background

The Basel framework on monitoring tools for intraday liquidity management introduces a new reporting framework that will enable banking supervisors to better monitor a bank's management of intraday liquidity risk and its ability to meet payment and settlement obligations on a timely basis along with providing supervisors with a better understanding of banks’ payment and settlement behaviour. This framework includes:

• the detailed design of the monitoring tools for a bank's intraday liquidity risk;
• stress scenarios;
• key application issues; and
• the reporting regime.

SAMA has conducted a consultation process with the Saudi Banks in the development of this final regulation, which is attached in the annexures containing:

• Annexure 1: Monitoring tools for intraday liquidity management (available on BIS website http://www.bis.org/publ/bcbs248.pdf).
• Annexure 2: SAMA’s position on National Discretion
• Annexure 3: Intraday liquidity template
• Annexure 4: Frequently Asked Questions (FAQs) and answers

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Implementation date

These rules are applicable from 1 January 2017 as specified in the Basel document.

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For: Thamer M. AlEssa
Director General of Banking Control

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P.O. Box 2992 - Riyadh-11169, Saudi Arabia - Tel : 011-463 3000 - Telex 404390 SJ - Fax : 011-463 2090

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June 2016

الرقم: 371000101113
التاريخ: 1437/09/15
المرفقات: