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Directions · Reserve Bank of India

Reserve Bank of India (Rural Co-operative Banks – Asset Liability Management) Directions, 2025

UR

The four dates on this rule

At a glanceThis book sets how a rural co-operative bank must manage its assets against its liabilities. These rules apply to every rural co-operative bank. These rules took effect from the date RBI issued them.

Official RBI page

What it says

Opening paragraphs

1. What this book does

This book sets how a rural co-operative bank must manage its assets against its liabilities.

Chapter I. Preliminary

1. Start date

These rules took effect from the date RBI issued them.

2. Who is covered

These rules apply to every rural co-operative bank.

3. Words from the Acts

Any other word takes its meaning from the Banking Regulation Act or the RBI Act.

Chapter II. Role of the Board

Do it

1. Tell the stakeholders

The board must give the bank's stakeholders enough information.

2. Stay inside the limits

The bank's strategy must keep it inside the limits the board set.

Background

3. The board owns the risk

The board carries overall responsibility for risk. It decides the risk management policy.

4. A committee to watch it

A committee of the board oversees how the system is put in place.

5. Limits on running gaps

The board approves limits on the running total of mismatches across every time bucket.

6. Sign off the trading book

The board or the committee approves the size, mix, holding period and cut-loss of the trading book.

7. Limits on each gap

The board approves limits on each gap in the interest rate sensitivity statement.

Chapter III. Asset Liability Management Governance

Do it

1. A moving frame

The system must give a full and moving frame for measuring and managing these risks.

2. Better business decisions

The work should build risk discipline into the bank's business decisions.

3. Make it a strategic tool

The system should grow into a tool management uses, with the risk policies and tolerances set out plainly.

4. What the process covers

The process must plan and control the flow, mix, cost and yield of the balance sheet.

5. Work inside the policy

Operations must sit inside the risk policies and tolerances the board approved.

6. Disclose the risks

Risk disclosures must go alongside the balance sheet, the income statement and the cash flow statement.

7. Set up an ALCO

A bank must set up a committee of senior management, including the chief executive, that meets regularly.

8. Train the nodal officer

The bank sets how often the committee meets and must build the skills of its nodal officer.

Background

9. Three pillars

The system rests on information, organisation and process.

10. Who sits on it

Its size follows the bank's business mix and how complex the organisation is.

11. The support group

Operating staff form a support group. It studies the risk profile and reports it to the committee.

12. What the ALCO decides

The committee plans the balance sheet for risk and return.

13. What is on its agenda

Its agenda starts with reviewing what was decided at the last meeting.

14. Add what you need

That agenda is an example, not a limit. A bank adds what its own case needs.

Chapter IV. Liquidity Risk Management

Do it

1. Measure it all the time

Management must measure liquidity continuously and test it under different assumptions.

2. Track the running total

A bank must watch its running mismatch across every bucket against board-approved limits.

Background

3. The maturity ladder

The maturity ladder measures net funding needs, through the Structural Liquidity Statement.

4. Fixed time buckets

The maturity profile sets the buckets used to measure future cash flows.

5. Place flows when they fall

Every inflow and outflow sits in the bucket where it is expected.

6. The first two buckets

The short buckets matter most, and the negative gap there is capped.

7. Permanent by residual

Statutory liquidity securities and other permanent investments sit in the bucket matching their remaining maturity.

8. Sign off that book too

The board or the committee approves the size, mix, holding period and cut-loss of the current category.

9. Who may use the window

A scheduled state co-operative bank on core banking, meeting the capital test, may use RBI's liquidity windows.

BankPulse example. A state co-operative bank runs Core Banking Solution and holds a capital ratio of 11 per cent. That is at least 9 per cent, so it may use the window. A bank at 8 per cent may not.

10. A published eligible list

RBI's Department of Regulation tells the markets department which banks are eligible.

11. The list is kept current

That eligibility is reviewed as it goes, to see the capital test is still met.

Chapter V. Interest Rate Risk (IRR) Management

Background

1. Two ways to see it

Interest rate risk hits reported profit at once through the earnings view.

2. Move on when ready

A bank is expected to build the skill to move to modern measurement techniques.

3. Work it out by date

Gaps are worked out over time intervals as at a given date, through the rate sensitivity statement.

4. What the report shows

The gap report separates assets and liabilities into buckets by residual maturity.

5. Group by the earlier date

Items are grouped by residual maturity or by the next repricing date, whichever comes first.

6. Which way the gap cuts

A positive gap may gain from rising rates. A negative gap does not.

7. Limits with board approval

The board or the committee approves a limit on each gap.

Chapter VI. General

1. Study the behaviour

A bank must build a way, backed by studies, to estimate how its assets and liabilities behave.

2. Price funds internally

A bank must follow a clear transfer pricing system for pricing assets and liabilities.

3. Disclose to the market

The board must see that enough financial information reaches stakeholders.

Chapter VII. Monitoring and Reporting

1. Quarterly returns

The two returns may be sent quarterly.

Chapter VIII. Repeal and Other Provisions

1. Old instructions repealed

The old rules on this subject were repealed by RBI's own circular.

2. Earlier action stands

What was done or begun under the old rules is still ruled by them.

BankPulse example. A show cause notice was issued under the old rules last year. The repeal does not move it. Any action taken or initiated under the repealed directions is still governed by them. The new rulebook applies to what comes after.

3. Adds to other law

These rules add to other laws in force. They take nothing away.

BankPulse example. A bank follows these Directions and thinks the matter is closed. It is not. Any other laws, rules, regulations or directions in force still apply on top. Where another one asks for more, the bank does the more.

4. RBI's reading is final

RBI may clear up doubts, and its reading of any clause is final.

The same subject for other kinds of institution

The same subject for other kinds of institution.

Other RBI rules for rural co-operative banks

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