Ref. No.NB.DoS.HO/OSS/ 4663 /P.177/2017-18
March 09, 2018
Circular No. 38 /DoS-08 /2018
All Regional Rural Banks
ENSURE – Submission of ALM Returns
1. Please refer to our letters No.NB.DoS.HO.POL/4420/P-108/2006-07 (Circular No. 16/DoS-7/2006-07) dated February 09, 2007 and No.NB.DoS.HO. POL/1323/P-108/2008-09 (Circular No. 111/DoS-24/2008) dated June 30, 2008 wherein banks were advised to introduce ALM system with effect from August 1, 2008 onwards. Banks were also advised to start preparing and internalizing 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:
| Sr No.|| Returns for the quarter ending|| Due date for submission|
| 1|| March|| April 30|
| 2|| June|| July 31|
| 3|| September|| October 31|
| 4|| December|| January 31|
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