Regulatory Alerts2022-03-01 | DOF 5644132Added · Updated
Resolution modifying the General Provisions on Liquidity Requirements for Multiple Banking Institutions
This Resolution adds two transitional articles to the General Provisions on Liquidity Requirements for Multiple Banking Institutions, allowing institutions to exclude market price variations of listed securities occurring in March 2020 from Stable Funding Ratio calculations and to exclude March 2020 from the Look Back Approach for contingent outflows from derivative operations. It also modifies Annex 7 to align credit risk weighting categories with IFRS 9 credit stages and updates Annex 10 to permit the use of unaudited March quarter data for Stable Funding Ratio reporting. These measures take effect on March 1, 2022.
More like this from SHCP
SHCP published 14 documents in the last 30 days. We email you each new one the day it's published.