Regulatory Alerts2014-11-28
Added · Updated
Stable Funding Requirement
The Hong Kong Monetary Authority issued this circular to implement the refined Stable Funding Requirement regime for all authorized institutions. The document establishes specific liquidity risk management standards and calculation methodologies to ensure adequate stable funding levels. It includes detailed annexes comparing the new regime with existing rules, providing calculation illustrations, and defining quarterly reporting templates.
CIR
Current
Issue Date:
28 Nov 2014
20141128-5-EN.pdf (57.4 KB)
Topic:
Liquidity Risk Management - Sound LRM framework
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
28 Nov 2014
Stable Funding Requirement
Annex
Current
28 Nov 2014
Annex 1 - Comparison between the existing SFR regime and the refined SFR regime
Annex
Current
28 Nov 2014
Annex 2 - Illustrations of SFR calculation based on the refined regime
Annex
Current
28 Nov 2014
Annex 3 - SFR quarterly reporting template
Annex
Current
28 Nov 2014
Reference Note 2 - Stable Funding Requirement (“SFR”)
CIR
Current
28 Nov 2014
Stable Funding Requirement
Annex
Current
28 Nov 2014
Annex 1 - Comparison between the existing SFR regime and the refined SFR regime
Annex
Current
28 Nov 2014
Annex 2 - Illustrations of SFR calculation based on the refined regime
Annex
Current
28 Nov 2014
Annex 3 - SFR quarterly reporting template
Annex
Current
28 Nov 2014
Reference Note 2 - Stable Funding Requirement (“SFR”)
Cross referenced Document
Version History
Superseded Document
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