Regulatory Alerts2024-12-06
Added · Updated
Banking (Liquidity Coverage Ratio - Calculation of Total Net Cash Outflows) Code
The Monetary Authority of Hong Kong issued an amended Code of Practice effective 1 January 2025 to provide guidance on calculating total net cash outflows for the Liquidity Coverage Ratio under the Banking (Liquidity) Rules. The document specifies detailed outflow rates and calculation methodologies for various liability categories, including stable and less stable retail deposits, operational deposits, and unsecured wholesale funding. It further outlines requirements for deriving expected cash inflows from secured lending, maturing securities, and derivative contracts to ensure accurate liquidity risk assessment by category 1 institutions.
More like this from HKMA
HKMA published 11 documents in the last 30 days. We email you each new one the day it's published.