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Directions · Reserve Bank of India

Reserve Bank of India (Regional Rural Banks – Asset Liability Management) Directions, 2025

UR

The four dates on this rule

At a glanceThis book sets how a regional rural bank must manage its assets against its liabilities. These rules apply to every regional rural bank. The short-term dynamic liquidity statement goes to the committee within two or three days of each reporting Friday.

Official RBI page

What it says

Opening paragraphs

1. What this book does

This book sets how a regional rural 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 regional rural 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. The board owns the risk

The board carries overall responsibility for risk. It sets the policy, the limits, the audit and the review.

2. Board approves the policy

The board approves the ALM policy, watches how it is run, and reviews it from time to time.

3. Limits on running gaps

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

4. Limits on each gap

The board also sets limits on each single gap in the interest rate sensitivity statement.

Chapter III. Asset Liability Management Governance

Do it

1. A floor, not a ceiling

A bank with no formal system must follow this one. A bank with a better system may keep it.

2. Stay inside the limits

Senior management must work inside the limits the board set. The committee prices deposits and advances within them.

3. Keep the board informed

The bank must review progress. It tells the board how the system, the committee, the computers and the training stand.

Background

4. Three pillars

The system rests on information, organisation and process.

5. Policy, limits, good data

Risk policies, written procedures and limits support it. Timely and accurate information is central to it.

6. What the ALCO decides

The committee plans the balance sheet for risk and return, including liquidity, interest rate and forex risk.

7. Who sits on it

Its size follows the size of the bank. Heads of investment, treasury, credit, strategy and risk may sit on it.

8. The support group

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

9. The bank sets the frequency

How often the committee meets is for the bank to decide.

10. What ALM covers

The work covers liquidity risk, interest rate risk and trading risk. It also covers funding, capital and profit planning.

Chapter IV. Liquidity Risk Management

Must know

1. Ninety days ahead

Short-term dynamic liquidity is estimated from business projections. The horizon runs 1 to 90 days.

BankPulse example. The short-term view runs from 1 to 90 days. A cash need arising on day 60 is inside that window. One arising on day 120 falls outside it.

Do it

2. Measure it all the time

A bank must measure its liquidity position all the time. It must test how that position would look under different assumptions.

Background

3. Why liquidity matters

Making sure a bank can meet its dues as they fall makes trouble less likely.

4. The maturity ladder

The maturity ladder is the standard tool, used through the Structural Liquidity Statement.

5. Place flows when they fall

Every inflow and outflow sits in the bucket where it is expected. A maturing liability is an outflow, a maturing asset an inflow.

6. Set tolerance levels

Senior management fixes how much mismatch it will bear in each maturity. The bank's own deposit base decides that.

7. Watch the near buckets

Mismatches inside a year give early warning, and the short end matters most.

8. Show securities by residual

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

9. Trading book by defeasance

A bank meeting the stated conditions may show trading securities in the first three buckets, by defeasance period.

BankPulse example. Trading book securities do not sit with the rest. They are slotted under 1 to 14 days, 15 to 28 days, and 29 to 90 days. A holding with a defeasance period of 20 days sits in the middle bucket.

10. ALCO signs off the book

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

11. Who may use the window

A scheduled regional rural bank may use RBI's liquidity and marginal standing facilities. Conditions apply.

12. A published eligible list

RBI's Department of Regulation tells the markets department which banks are eligible and which are not.

Chapter V. Currency Risk Management

1. Gap limits on forex

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

2. Currency risk counts

A mismatched currency position exposes the balance sheet to exchange rates. It also brings country risk and settlement risk.

Chapter VI. Interest Rate Risk (IRR) Management

Do it

1. Move on when ready

Once the system is settled a bank should move on to duration gap analysis, simulation and value at risk.

Background

2. Two ways to see it

Interest rate risk hits profits at once through the spread. It hits value over the longer run.

3. Start with gap analysis

A regional rural bank starts with traditional gap analysis to measure interest rate risk.

4. What a gap is

A gap is the mismatch between rate sensitive liabilities and rate sensitive assets, grouped by time band.

5. What counts as sensitive

An item is rate sensitive if it has a cash flow in the period, or its rate resets in it.

6. Report all three

Assets, liabilities and off-balance sheet positions all go into the interest rate sensitivity statement.

7. Group by the earlier date

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

8. Which way the gap cuts

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

9. Limits and earnings at risk

The board approves a limit on each gap, set against total assets, earning assets or equity. The bank also works out earnings at risk.

Chapter VII. Monitoring and Reporting

1. Within three days

The short-term dynamic liquidity statement goes to the committee within two or three days of each reporting Friday.

BankPulse example. The statement is drawn as on a reporting Friday. It must reach the committee within 2 or 3 days of that Friday. So a Friday statement is with them by Monday at the latest.

2. The rate statement too

The interest rate sensitivity statement is drawn on the same quarterly Fridays. It goes up within a month.

3. NABARD gets both

Both statements go to NABARD on a fixed schedule. The March quarter is due by 31 May.

Chapter VIII. Repeal and Other Provisions

1. Old instructions repealed

The old ALM rules for regional rural banks 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 regional rural banks

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