Regulatory Alerts2011-08-04
Added · Updated
Sound Practices for Stress-testing and Liquidity Risk Management
The Hong Kong Monetary Authority issued this circular to establish sound practices for stress-testing and liquidity risk management for all authorized institutions. The document provides detailed guidelines in Annex 1 regarding stress-testing frameworks and in Annex 2 regarding liquidity risk management systems. These standards aim to ensure that financial institutions maintain robust internal controls and effective liquidity monitoring tools.
CIR
Current
Issue Date:
04 Aug 2011
20110804-1-EN.pdf (158.5 KB)
Topic:
Internal Controls - Others
Liquidity Risk Management - Sound LRM framework
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
Annex
Current
04 Aug 2011
Annex 1 - Sound Practices for Stress-testing
Annex
Current
04 Aug 2011
Annex 2 - Sound Practices for Liquidity Risk Management
Annex
Current
04 Aug 2011
Annex 1 - Sound Practices for Stress-testing
Annex
Current
04 Aug 2011
Annex 2 - Sound Practices for Liquidity Risk Management
Cross referenced Document
Version History
Superseded Document
You may also be interested in
SPM-SGL
Current
25 Nov 2016
LM-2 Sound Systems and Controls for Liquidity Risk Management
CPR
Archive
30 Apr 2014
Consultation on Returns for Reporting of Liquidity Maintenance Ratio and Liquidity Monitoring Tools
Annex 3: Liquidity Monitoring Tools Return Form
CIR
Current
25 Sep 2015
Return of Liquidity Monitoring Tools (Form MA(BS)23)
Enclosure 1: Return of Liquidity Monitoring Tools MA(BS)23