Regulatory Alerts2014-11-28
Added · Updated
Stable Funding Requirement Annex 2: Illustrations of SFR Calculation Based on the Refined Regime
The Hong Kong Monetary Authority issues this annex to illustrate the calculation of the Stable Funding Requirement for authorized institutions under the refined regulatory regime. It provides detailed formulas and sample calculations for three banks, demonstrating how loan growth rates, customer deposits, and matched-term funds determine the required stable funding levels. The document specifies caps on eligible funding sources and outlines the deadline for institutions to obtain the necessary stable funding to comply with liquidity standards.
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