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Directions · Reserve Bank of India

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

UR

The four dates on this rule

At a glanceThis book sets how an urban co-operative bank must manage its assets against its liabilities. These rules apply to every urban 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 an urban 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 urban 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

1. Put the statements up

The board must be shown the statements this book requires.

2. It may delegate

The board may hand these duties to a Board of Management where the bank has formed one.

3. Limits on running gaps

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

4. Sign off the trading book

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

5. Limits on each gap

The board approves limits on each gap, set against total assets, earning assets or equity.

Chapter III. Asset Liability Management Governance

Do it

1. Put a system in place

A bank must run a working system to handle liquidity risk, interest rate risk and currency risk.

2. Policy and control

Risk policies, procedures and limits support it. Senior management must build sound internal control.

3. Set up an ALCO

A bank must form a committee headed by the chief executive or the secretary.

4. Stay inside the limits

Every operation must stay inside the limits the board set.

Background

5. Not for the smallest

This chapter does not bind a Level 1 bank unless it says so.

6. A moving frame

The work gives a moving frame for measuring and managing liquidity, interest rate and forex risk.

7. A floor, not a ceiling

These rules are the benchmark. A bank with a better system may keep it.

8. Three pillars

The system rests on information, organisation and process.

9. What the ALCO decides

The committee plans the balance sheet for risk and return.

10. Who sits on it

The size and make-up of the committee follow the size and business of the bank.

11. The support group

Operating staff form support groups. They study the risk profile and report it to the committee.

12. What ALM covers

The work covers liquidity risk, interest rate risk and trading risk.

Chapter IV. Liquidity Risk Management

Must know

1. Split the first bucket

A scheduled bank must break the 1 to 14 day bucket into finer pieces.

BankPulse example. A scheduled urban co-operative bank cannot leave the 1 to 14 day bucket whole. It splits into next day, 2 to 7 days, and 8 to 14 days. Three buckets replace one.

2. A published eligible list

RBI publishes which scheduled banks may use those windows and which may not.

Do it

3. Measure it all the time

A bank must measure liquidity continuously. It must test how that position would look under stress.

4. Track the running total

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

5. Count the forex flows

A bank dealing in foreign exchange must count those rupee flows in its liquidity statement.

BankPulse example. A bank licensed to deal in foreign exchange sells dollars for rupees. The rupee inflows and outflows from that business must go into the liquidity statement. Leaving them out understates the picture.

Background

6. Static, not hopeful

The liquidity statement is drawn without counting on future business growth.

7. Two maturity profiles

Scheduled and non-scheduled banks use different maturity profiles to capture their cash flows.

8. Place flows when they fall

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

9. Set tolerance levels

Tolerance for mismatch is fixed from the bank's own profile, its business and its plans.

10. Show securities by residual

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

11. ALCO signs off the book

The committee, or the board at a Level 1 bank, approves the trading book's size, mix and holding period.

12. Estimate the near term

Short-term liquidity is estimated from business projections and other commitments.

13. An extra liquidity window

RBI's liquidity and marginal standing facilities are open to scheduled banks as another source.

14. The list is kept current

RBI reviews that list as it goes, to see the financial tests are still met.

Chapter V. Currency Risk

1. Gap limits on forex

A bank authorised to deal in foreign exchange must set gap limits and use a value at risk approach.

2. Currency risk counts

A mismatched currency position exposes the balance sheet to exchange rate movement.

Chapter VI. Interest Rate Risk (IRR) Management

Do it

1. Build the measuring system

A bank must put in systems to measure and manage interest rate risk.

Background

2. Two ways to see it

Interest rate risk hits profits at once through net interest income.

3. Start with gap analysis

A bank starts with traditional gap analysis, using suitable tools.

4. Work out the difference

Under gap analysis a bank measures the difference between rate sensitive assets and liabilities.

5. What counts as sensitive

Anything that matures, has a cash flow or reprices inside the period is rate sensitive.

6. Loan instalments count

Repayments of loan instalments count as rate sensitive if they fall in the period.

7. Reference rates reprice

An item tied to a reference rate is rate sensitive at the time that rate resets.

8. Rupees only

Only rupee assets, liabilities and off-balance sheet positions go into the rate statement.

BankPulse example. A bank holds both rupee and dollar positions. Only the rupee assets, liabilities and off-balance sheet positions go into the rate statement. The dollar side is left out.

9. Group by the earlier date

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

BankPulse example. A loan matures in 3 years but reprices in 6 months. It is grouped by the repricing date, because that comes first. A loan that never reprices is grouped by its residual maturity.

10. Which way the gap cuts

A positive gap may gain from rising rates. A negative gap gains from falling ones.

11. Limits with board approval

The board approves a limit on each gap, set against total assets, earning assets or equity.

Chapter VII. Monitoring and Reporting

1. Follow the returns rules

Filing follows RBI's Supervisory Returns Directions of 27 February 2024.

2. Name who signs

Returns must be correct and on time, and one or two senior officers must be named to sign them.

Chapter VIII. Repeal and Other Provisions

1. Old instructions repealed

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

BankPulse example. A compliance officer keeps an old circular on the same subject in the manual. It no longer applies. The existing directions, instructions and guidelines on these areas stand repealed. Only this rulebook governs them now.

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 urban co-operative banks

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