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Republic of Kazakhstan: Technical Assistance Report-Risk-Based Supervision Pillar 2 Liquidity

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  • International Monetary Fund

Abstract

This virtual technical assistance (TA) mission assisted the Agency in strengthening liquidity elements of its risk-based supervisory framework. The mission focused on supporting the Agency with the development of internal supervisory methodology for the assessment of banks’ ILAAP and setting individual Pillar 2 supervisory liquidity requirements and provided guidance on stress testing and sensitivity analysis through survival horizon analysis. The mission consisted of a combination of presentations, discussions, and trainings, including case studies, and covered the BCBS standards on liquidity risk and other jurisdictions’ approaches for the assessment of ILAAP and the Pillar 2 liquidity supervisory review process. This mission should be seen in the context of previous three IMF TA missions which were held since September 2020.

Suggested Citation

  • International Monetary Fund, 2022. "Republic of Kazakhstan: Technical Assistance Report-Risk-Based Supervision Pillar 2 Liquidity," IMF Staff Country Reports 2022/064, International Monetary Fund.
    • Handle: RePEc:imf:imfscr:2022/064
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