Regulatory Alerts2024-08-30
Added · Updated
Completion Instructions for Return of Stable Funding Position (MA(BS)26)
The Hong Kong Monetary Authority issues these completion instructions for category 1 and 2A authorized institutions to calculate and report the Net Stable Funding Ratio and Core Funding Ratio via Return MA(BS)26. The document mandates quarterly submissions based on Hong Kong office, unconsolidated, or consolidated bases, specifying valuation methods for assets, liabilities, and off-balance sheet items. It provides detailed guidance on determining remaining terms to maturity, handling interdependent assets, securities financing transactions, and avoiding double counting in the calculation of Available Stable Funding and Required Stable Funding.
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