Regulatory Alerts2024-08-30
Added · Updated
Circular on Liquidity Risk Management and Related Banking Returns
This document establishes the MA(BS)1E return form, requiring authorized institutions to submit liquidity position data to the Monetary Authority no later than 14 days after the end of each calendar month. Category 1 institutions must complete Part 2 to report the Liquidity Coverage Ratio, detailing High Quality Liquid Assets, expected cash outflows, and inflows with specific haircut weights. Category 2 institutions and those not designated as category 1 must complete Part 1, which summarizes the Liquidity Coverage Ratio and the Liquidity Maintenance Ratio based on month-end and average positions.
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.
Topics
Share