2014-12-24

Added · Updated

Completion Instructions for Return of Liquidity Position of an Authorized Institution (Form MA(BS)1E)

The Hong Kong Monetary Authority issues these completion instructions to guide authorized institutions in compiling Form MA(BS)1E for reporting liquidity ratios. The document mandates that institutions calculate and submit their Liquidity Coverage Ratio or Liquidity Maintenance Ratio on a monthly basis within 14 days of the month-end. It provides detailed technical guidance on reporting bases, valuation methods, currency conversions, and specific calculation rules for high-quality liquid assets and cash flows.

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Hong Kong Monetary Authority

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