2011-06-17
Added · Updated
The Hong Kong Monetary Authority issues this annex to specify reporting arrangements for Authorized Institutions regarding the Reverse Mortgage Programme across various regulatory returns. It mandates that RMP loan balances and commitments be classified under specific items in the Assets and Liabilities, Large Exposures, Liquidity Ratio, and Maturity Profile returns based on residual maturity and exposure type. Furthermore, the document details capital adequacy calculations using STC and BSC approaches, as well as interest rate risk exposure reporting for on-balance sheet assets and off-balance sheet forward loan obligations.
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