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APPENDIX 1: LIQUIDITY RISK
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LEGAL ENTITIES LEGISLATION
FINANCIAL SERVICES LEGISLATION
REGULATIONS
RULES
GENERAL RULES
CONDUCT OF BUSINESS RULES
ANTI-MONEY LAUNDERING AND COUNTER-TERRORIST FINANCING AND SANCTIONS RULES
COLLECTIVE INVESTMENT SCHEME RULES
AUTHORISED MARKET INSTITUTION RULES
MARKET RULES
RECOGNITION RULES
DEMATERIALISED INVESTMENT RULES
RULES FOR PRE-IPO LISTINGS
SOVEREIGN BONDS RULES
BANKING BUSINESS PRUDENTIAL RULES
PRUDENTIAL RULES FOR INVESTMENT FIRMS
PRUDENTIAL RULES FOR INSURANCE INTERMEDIARIES
INSURANCE AND REINSURANCE PRUDENTIAL RULES
ISLAMIC BANKING BUSINESS PRUDENTIAL RULES
1. GENERAL
2. PRINCIPLES RELATING TO AN ISLAMIC BANK
3. PRUDENTIAL REPORTING REQUIREMENTS
4. CAPITAL ADEQUACY
5. CAPITAL BUFFERS AND OTHER REQUIREMENTS
6. CREDIT RISK
7. CONCENTRATION RISK AND LARGE EXPOSURES
8. MARKET RISK
9. OPERATIONAL RISK
10. LIQUIDITY RISK
11. GROUP RISK
12. TREATMENT OF SUKUK
13. TREATMENT OF PSIAS AND ASSOCIATED RISKS
14. SUPERVISORY REVIEW AND EVALUATION PROCESS
15. PUBLIC DISCLOSURE REQUIREMENTS
APPENDIX 1: LIQUIDITY RISK
A. Liquidity Coverage Ratio (LCR)
High Quality Liquid Assets (HQLA)
HQLA – general operational requirements
Caps on different types of HQLA – calculation of LCR
Level 1 HQLA
Level 2A HQLA
Level 2B HQLA
Approval of other types of HQLA
Other provisions relating to LCR calculation
Total Net Cash Outflow
Table 10 A - Cash Outflows
Retail Deposits
Operational deposits
Liquidity facilities
Treatment of deposits pledged as security
Treatment of maturing secured funding
Treatment of net derivative cash outflows
Elevated liquidity needs related to downgrade triggers
Increased liquidity needs related to collateral
Treatment of loss of funding on structured finance transactions
Committed credit and liquidity facilities
Other contractual obligations to extend funds within 30 calendar days
Cash Inflows
Table 10 B - Cash Inflows
Maturing secured financing, including reverse repos and securities borrowing
Other requirements for LCR
Liquid assets buffer
B. Net Stable Funding Ratio (NSFR)
Application to a Financial Group
Determining maturity of liabilities
Inclusion of assets in RSF calculation
Treatment of securities financing transactions
Netting of securities financing transactions with a single counterparty
Calculating Shari’ah-compliant derivative assets
Calculating ASF
Calculating RSF
Treatment of encumbered assets
Table 10 C: Contingent funding obligations—RSF factors
C. Maturity Mismatch Approach
APPENDIX 2: GROUP RISK
APPENDIX 3: SUPERVISORY REVIEW AND EVALUATION PROCESS
APPENDIX 4: PUBLIC DISCLOSURES REQUIREMENTS
14. GLOSSARY
ISLAMIC FINANCE RULES
TAKAFUL AND RETAKAFUL PRUDENTIAL RULES
REPRESENTATIVE OFFICE RULES
AIFC AUDITOR RULES
AIFC Financial Technology Rules
COOPERATION AND EXCHANGE OF INFORMATION RULES
TERMS AND PROCEDURE FOR CURRENCY TRANSACTIONS
FINANCIAL SERVICES EXEMPT FROM CORPORATE TAX
GLOSSARY
FEES RULES
RULES ON CURRENCY REGULATION AND PROVISION OF INFORMATION ON CURRENCY TRANSACTIONS IN THE AIFC
RULES ON THE SUBSTANTIAL PRESENCE OF THE AIFC PARTICIPANTS APPLYING TAX EXEMPTIONS FOR THE PAYMENT OF CIT, VAT
MULTILATERAL AND ORGANISED TRADING FACILITIES RULES
AIFC RECOVERY AND RESOLUTION RULES
AIFC RULES ON DIGITAL ASSET ACTIVITIES
RULES AND MECHANISMS OF COOPERATION OF UNBACKED DIGITAL ASSET EXCHANGES AND/OR CENTRE PARTICIPANTS AUTHORIZED TO CARRY OUT DIGITAL ASSETS-RELATED ACTIVITIES WITH SECOND-TIER BANK OF THE REPUBLIC OF KAZAKHSTAN
POLICIES AND POLICY STATEMENTS
NOTICES
GUIDANCE
TEMPLATE
CONSULTATION PAPERS
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15.4. Disclosure frequency, locations and omissions
A. Liquidity Coverage Ratio (LCR)
A. Liquidity Coverage Ratio (LCR)
High Quality Liquid Assets (HQLA)
HQLA – general operational requirements
Caps on different types of HQLA – calculation of LCR
Level 1 HQLA
Level 2A HQLA
Level 2B HQLA
Approval of other types of HQLA
Other provisions relating to LCR calculation
Total Net Cash Outflow
Table 10 A - Cash Outflows
Retail Deposits
Operational deposits
Liquidity facilities
Treatment of deposits pledged as security
Treatment of maturing secured funding
Treatment of net derivative cash outflows
Elevated liquidity needs related to downgrade triggers
Increased liquidity needs related to collateral
Treatment of loss of funding on structured finance transactions
Committed credit and liquidity facilities
Other contractual obligations to extend funds within 30 calendar days
Cash Inflows
Table 10 B - Cash Inflows
Maturing secured financing, including reverse repos and securities borrowing
Other requirements for LCR
Liquid assets buffer
B. Net Stable Funding Ratio (NSFR)
Application to a Financial Group
Determining maturity of liabilities
Inclusion of assets in RSF calculation
Treatment of securities financing transactions
Netting of securities financing transactions with a single counterparty
Calculating Shari’ah-compliant derivative assets
Calculating ASF
Calculating RSF
Treatment of encumbered assets
Table 10 C: Contingent funding obligations—RSF factors
C. Maturity Mismatch Approach