2011-08-04

Added · Updated

Benchmarking: Stress-testing Practices and Liquidity Risk Management Annex 2: Sound Practices for Liquidity Risk Management

The Hong Kong Monetary Authority issued this circular to provide sound practices for liquidity risk management as part of a broader benchmarking initiative on stress-testing. The document outlines a robust liquidity risk management framework applicable to all authorized institutions to enhance financial stability. It serves as a regulatory guideline to ensure institutions maintain adequate liquidity buffers and effective monitoring tools.

Hong Kong Monetary Authority logo

Hong Kong

Hong Kong Monetary Authority

Click to view thumbnail

CIR

Current

Issue Date:

04 Aug 2011

20110804-3-EN.pdf (35.3 KB)

Topic:

Internal Controls - Others

Liquidity Risk Management - Sound LRM framework

Group:

All Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

Directly related Document

CIR

Current

04 Aug 2011

Benchmarking: Stress-testing Practices and Liquidity Risk Management

Annex

Current

04 Aug 2011

Annex 1 - Sound Practices for Stress-testing

CIR

Current

04 Aug 2011

Benchmarking: Stress-testing Practices and Liquidity Risk Management

Annex

Current

04 Aug 2011

Annex 1 - Sound Practices for Stress-testing

Cross referenced Document

Version History

Superseded Document

You may also be interested in

SPM-SGL

Current

25 Nov 2016

LM-2 Sound Systems and Controls for Liquidity Risk Management

CPR

Archive

30 Apr 2014

Consultation on Returns for Reporting of Liquidity Maintenance Ratio and Liquidity Monitoring Tools

Annex 3: Liquidity Monitoring Tools Return Form

CIR

Current

25 Sep 2015

Return of Liquidity Monitoring Tools (Form MA(BS)23)

Enclosure 1: Return of Liquidity Monitoring Tools MA(BS)23