Ref. No.NB.DoS.HO/OSS/ 4661 /P.177/2017-18
March 09, 2018
Circular No. 37 /DoS- 07 /2018
The Chief Executive Officer,
All State Co-operative Banks
All District Central Co-operative Banks
ENSURE – Submission of ALM Returns
Please refer to our letters No.NB.DoS.HO.POL/1325/P-108/2008-09 (Circular No. 110/DoS-23/2008) dated June 30, 2008 addressed to State Co-operative Banks and No.NB.DoS.HO.POL/1655/P-108/2008-09 (Circular No. 127/DoS-26/2008) dated July 30, 2008 and No.NB.DoS.HO.POL/4461/P-108/2008-09 (Circular No. 40/DoS-09/2009) dated February 27, 2009 addressed to District Central Co-operative Banks wherein banks were advised to be in readiness to introduce ALM system. Banks were also advised to update their internal MIS so as enable them to prepare the ALM related returns viz. Statement of Structural Liquidity and Statement of Interest Rate Sensitivity.
2. On a review, it is observed that most of the banks are functioning on the CBS platform and the ALM system has been established. Many banks are preparing the prescribed returns and analysis thereof is being put up to ALCO/ Board for information.
3. Risk assessment has become an integral part of the evaluation of a bank’s performance. In view of this, it has been decided that in addition to the existing set of supervisory returns, banks may submit the two ALM returns viz. Statement of Structural Liquidity (SSL) and Statement of Interest Rate Sensitivity (SIRS) at quarterly intervals through ENSURE Portal starting from the quarter March 2018 onwards as per the schedule given below:
| Returns for the quarter ending||Due date for submission|
| 1|| March|| June 30|
| 2|| June|| August 31|
| 3|| September|| November 30|
| 4|| December|| February 28|
4. Formats of the returns Statement of Structural Liquidity (SSL) and Statement of Interest Rate Sensitivity (SIRS) are given in the Annexure.
5. All banks should ensure that inferences drawn from these returns are used in managing their liquidity and interest rate risks.
6. Please acknowledge the receipt of this circular to our Regional Office concerned.
(K. Venkateswara Rao)
Chief General Manager