Large Exposure Policy
This Large Exposure Policy document has the status of guidance made under section 6 of the Nevis International Banking Regulations, 2015.
Read MoreGuidance on Liquidity Risk Management
In September 2008 the Basel Committee on Banking Supervision (‘the Basel Committee’) issued a paper entitled “Principles for Sound Liquidity Risk Management and Supervision” (‘the Principles’). Previous to issuance, the Basel Committee conducted a fundamental review of its guidance issued…
Read MoreGeneral guidance to form BSL/2
Form BSL/2 is a suite of Modules introducing Basel II-compliant reporting in Nevis for Banks licensed under the Nevis International Banking Ordinance, 2014.
Read MoreGuidance to completing the Standardised Approach to Credit Risk module of BSL/2
Every incorporated international bank will be required to use the standardised approach to calculate its credit risk capital requirement and complete the Standardised Approach to Credit Risk module (Module 1) of the BSL/2 return. The return covers the bank’s balance sheet assets and off-balance sheet…
Read MoreGuidance to completing the Operational Risk module of BSL/2
This module relates to reporting operational risk by banks licensed under the Nevis International Banking Ordinance, 2014 and incorporated under the Companies Ordinance under the Operational Risk module of the BSL/2 return. “Basel II” is the revised international capital framework set out by the…
Read MoreGuidance to completing the Market Risk module of BSL/2
This guidance outlines the Regulator’s reporting requirements for calculating how much capital should be held by banks against potential losses arising out of market risk.
Read MoreGuidance to completing the Settlement Risk module of BSL/2
Under Basel II banks should develop, implement and improve systems for tracking and monitoring credit risk exposures arising from unsettled and failed transactions, as appropriate. They should produce management information that facilitates action on a timely basis.
Read MoreGuidance to completing the Balance Sheet module of BSL/2
Module 6 is designed to provide the Regulator with an assessment of a bank’s balance sheet and off-balance sheet activities including, for subsidiaries only, its capital resources.
Read MoreGuidance to completing the Individual Capital Guidance module of BSL/2
Module 7, Individual Capital Guidance (”ICG”) is intended to show the Commission that a bank has adequate financial resources to meet the risks to which it is exposed.
Read MoreGuidance to completing the Prudential Information module of BSL/2
Report deposit liabilities of the bank placed by a group company (“group” has the meaning given in section 2 of the Nevis International Banking Ordinance, 2014 (the “Ordinance”)). This definition may not necessarily concur with those applied by the bank’s auditors under US or International…
Read MoreGuidance to completing the Maturity Analysis module of BSL/2
The Regulator recognises that banks may not measure their liquidity using the particular maturity ladder technique described below. Nevertheless all banks are required to complete this section.
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