苏里南：技术援助报告宏观审慎框架

MAY 2026 PREPARED BYKalin Tintchev Authoring Department:Monetary and Capital Markets Department The contents of this document constitute technical advice provided by the staff of the International MonetaryFund to the authorities ofSuriname(the “CD recipient") in response to their request for technical assistance.This document (in whole or in part) or summaries thereof may be disclosed by the IMF to the IMF ExecutiveDirector forSuriname, to other IMF Executive Directors and members of their staff, as well as to other agenciesor instrumentalities of the CD recipient, and upon their request, to World Bank staff, and other technicalassistance providers and donors with legitimate interest including members of the Steering Committee of The analysis and policy considerations expressed in this publication are those of theIMF’s Monetary and International Monetary Fund,IMF PublicationsP.O. Box 92780, Washington, DC 20090, U.S.A.T. +(1)202.623.7430 • F.+(1) 202.623.7201publications@IMF.orgIMF.org/pubs Acknowledgments MEMBERS DEVELOPMENT PARTNERS Contents ACKNOWLEDGMENTS__________________________________________________________________________3GLOSSARY_______________________________________________________________________________________5PREFACE_________________________________________________________________________________________6EXECUTIVE SUMMARY_________________________________________________________________________7I.INTRODUCTION______________________________________________________________________________9 II.INSTITUTIONAL FRAMEWORK_____________________________________________________________10A. Willingness to Act____________________________________________________________________________10 B. Ability to Act__________________________________________________________________________________11C. Policy Coordination___________________________________________________________________________11III. SYSTEMIC RISK ENVIRONMENT___________________________________________________________13 A. Structural Vulnerabilities_____________________________________________________________________13 B. Market and Liquidity Risks____________________________________________________________________15C. Cyclical Risks_________________________________________________________________________________16D. Sectoral Risks_________________________________________________________________________________16IV. MACROPRUDENTIAL INSTRUMENTS_____________________________________________________18A. IMF Guidance_________________________________________________________________________________18B. Use of Macroprudential Tools in Suriname___________________________________________________19C. Potential Additional Instruments_____________________________________________________________20 V. INSTRUMENT CALIBRATION_______________________________________________________________24 A. Capital Surcharges for Domestic Systemically Important Banks (D-SIB)______________________24B. Sectoral Systemic Risk Buffer (sSRB)__________________________________________________________25C.Core Funding Ratio (CFR)_____________________________________________________________________27D. LTV and DSTI Limits__________________________________________________________________________27 VI.MACROPRUDENTIAL STRATEGY: KEY ELEMENTS________________________________________28VII. CONCLUSIONS AND POTENTIAL ROADMAP____________________________________________30 FIGURES 1. Institutional Framework for Financial Stability________________________________________________122. Banking System Developments_______________________________________________________________143. Banking System Credit and Liquidity Indicators_______________________________________________174. Macroprudential Strategies: Key Elements____________________________________________________29 TABLES 1. Key Recommendations_________________________________________________________________________82. Current Macroprudential Tools_______________________________________________________________193. Indicators of Systemic Importance____________________________________________________________244. Calibration of Capital Surcharges for D-SIBs__________________________________________________255. An Example of Calibration of Sectoral SRB____________________________________________________266. An Example of Calibration of Sovereign SRB__________________________________________________26 REFERENCES____________________________________________________________________________________32 ANNEXES I. Mapping Systemic Risks to Policy Tools_______________________________________________________33II. Roadmap: Potential Key Milestones__________________________________________________________34 Glossary BCBSBasel Committee on Banking Supervision Preface At the request of the CBvS, a CARTAC technical assistance mission visited Paramaribo, Suriname, during The mission was conducted by Mr. Kalin Tintchev (Financial Stability Resident