2021-06-04
Added · Updated
The Hong Kong Monetary Authority issued these instructions to guide category 1 and category 2A institutions in calculating and reporting the Net Stable Funding Ratio and Core Funding Ratio via Return MA(BS)26. The document establishes general reporting bases, quarterly submission timelines, and specific valuation methods for assets, liabilities, and off-balance sheet items. It further details specific reporting requirements for summary certificates, interdependent assets, securities financing transactions, and Available Stable Funding components.
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