Regulatory Alerts2022-06-29
Added · Updated
MAS Notice FHC-N651 on Liquidity Coverage Ratio Disclosure
Financial holding companies (FHCs) must disclose quantitative and qualitative information regarding their Liquidity Coverage Ratio (LCR) on a consolidated group level. Quantitative data must be published quarterly using the LCR Disclosure Template, with deadlines of 45 days for interim periods and 4 months for annual reporting periods, while non-D-SIB entities may opt for semi-annual publication. Additionally, FHCs must disclose internal liquidity risk measurement and management frameworks at least annually and maintain an archive of all disclosures for a minimum of five years.
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