Qatar Central Bank Circular No. 10/2022
Amendments to Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)
With reference to Qatar Central Bank Circular No. 2/2014 on liquidity coverage ratio dated 6/1/2014, Qatar Central Bank Circular No. 26/2015 on net stable funding ratio dated 30/3/2015 and the other related circulars, to maintain stability of the banking sector, and to enhance liquidity in view of the international standards and local, regional and world developments; QCB decides the following to include amendments to the two ratios mentioned above as follows:
First: Liquidity Coverage Ratio (LCR)
(1) Denominator:
Outside cash flows: Withdraw risk weights related to customers’ deposits shall be changed in as per the classification of resident and non-resident deposits as the following:
Weight Current
Weight Amended
Resident
Non resident
All personal deposits with maturity date within 30 days
10%
10%
30%
All personal deposits with maturity date after 30 days
3%
2%
10%
All other customer deposits other than personal deposits with maturity date within 30 days
40%
40%
70%
(2) Cancellation of the US dollar Exception: