Requirements for domestic systemically important banks to disclose information about their liquidity coverage ratio, and information relating to their internal liquidity risk measurement and management framework.
This notice applies to every bank incorporated in Singapore which has been notified by MAS that it is a domestic systemically important bank (D-SIB).
It sets out requirements for a D-SIB to disclose quantitative and qualitative information about its liquidity coverage ratio.
It also sets out requirements for a D-SIB to disclose information relating to its internal liquidity risk measurement and management framework, as well as information to enable market participants to better understand its liquidity risk management and positions.