Regulatory Alerts2018-01-11
Added · Updated
Completion Instructions for Return of Stable Funding Position (MA(BS)26) Annex 2
The Hong Kong Monetary Authority issued these completion instructions to guide category 1 and category 2A authorized institutions in calculating and reporting the Net Stable Funding Ratio and Core Funding Ratio. The document details the structure of the return, specifying that Part 2 covers NSFR calculations for category 1 institutions while Part 3 addresses CFR calculations for category 2A institutions. It further establishes comprehensive reporting bases, valuation methodologies for assets and liabilities, and specific rules for handling securities financing transactions and interdependent items.
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