2022-05-17
Added · Updated
The Reserve Bank of New Zealand issued Liquidity Policy BS13 to establish prudential supervision requirements for registered banks regarding liquidity risk management. The policy mandates compliance with three quantitative ratios: a one-week mismatch ratio, a one-month mismatch ratio, and a one-year core funding ratio, alongside specific reporting and disclosure obligations. It also outlines the conditions of registration, including potential variations for foreign bank branches based on systemic importance and home-country supervision.