Regulatory Alerts2014-12-19
Added · Updated
Banking (Liquidity Coverage Ratio – Calculation of Total Net Cash Outflows) Code
The Acting Monetary Authority of Hong Kong issued this Code of Practice to provide guidance on calculating total net cash outflows for the Liquidity Coverage Ratio under the Banking (Liquidity) Rules. The document specifies detailed methodologies and outflow rates for various liability categories, including stable and less stable retail deposits, operational deposits, and unsecured wholesale funding. It further outlines calculation requirements for secured funding transactions, derivative contracts, and other contingent obligations to ensure accurate liquidity risk assessment by category 1 institutions.
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