China Banking Regulatory Commission, Measures for the Administration of the Liquidity Risks of Commercial Banks (Draft for Comments on Amendments)

中国银行业监督管理委员会商业银行流动性风险管理办法 (修订征求意见稿)

January 18, 2018 | BY

Susan Mok

Issued: December 6 2017 Main contents: The Draft introduces three quantitative indicators. Net stable funding ratio applies to commercial…

Issued: December 6 2017

Main contents: The Draft introduces three quantitative indicators. Net stable funding ratio applies to commercial banks with assets of at least Rmb200 billion, high-quality liquid asset adequacy ratio applies to banks with assets of less than Rmb200 billion, and liquidity matching ratio applies to all commercial banks.

The method of calculating certain monitoring indicators has been rationally optimized.

Requirements in respect of the management of liquidity risks have been made more granular, e.g. intraday liquidity risk management and financing management.

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