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Abstract
This thesis explores ways to improve the institutional foundation and digital monitoring infrastructure for regulating commercial bank liquidity through Central Bank reserve requirements. Based on an analysis of regulatory documents and the IMF 2025 FSAP report, it is shown that while the reserve averaging mechanism has been formed, reserve norms are not substantively linked to banks' short-term cash-flow forecasting. A conditional sequence for regulation, the "single liability code – single averaging norm – single data source" principle, and five assessment indicators are substantiated.
References
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