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    BoM Revises Guideline and Templates for Liquidity Risk Management

    October 17, 2017

    The Bank of Mauritius (BoM) revised the guideline on liquidity risk management. The revised guideline shall come into effect on November 03, 2017. BoM also published the templates for liquidity coverage ratio (LCR), maturity mismatch profile of assets and liabilities, and LCR disclosure.

    This guideline applies to all banks licensed by BoM. BoM expects all institutions to have appropriate risk control measures to identify, manage, and monitor liquidity risk exposures under various stress situations, to protect their operations from disruption and adverse financial consequences. This guideline draws on the analysis and recommendations of BCBS, which is covered in reports titled “Principles for Sound Liquidity Risk Management and Supervision, September 2008” and “Basel III: Liquidity Coverage Ratio and Liquidity Risk Monitoring Tools, January 2013.”

     

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    Effective Date: November 03, 2017

    Keywords: Middle East and Africa, Mauritius, Banking, LCR, Liquidity Risk, Reporting, BoM

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