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 issued this Circular on 28 November 2014 to provide illustrative calculations for the Stable Funding Requirement under the refined regulatory regime. The document serves as Annex 2 to the broader SFR framework, offering practical examples to guide Authorized Institutions in applying the updated liquidity risk management standards. It complements related annexes that compare existing and refined regimes, define reporting templates, and clarify specific SFR definitions.
CIR
Current
Issue Date:
28 Nov 2014
20141128-3-EN.pdf (146.9 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Superseded Document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 3 - SFR quarterly reporting template
Annex
Current
28 Nov 2014
Reference Note 1 - Stable Funding Requirement (SFR)
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 3 - SFR quarterly reporting template
Annex
Current
28 Nov 2014
Reference Note 1 - Stable Funding Requirement (SFR)
Annex
Current
28 Nov 2014
Reference Note 2 - Stable Funding Requirement (“SFR”)
Cross referenced Document
Version History
Superseded Document
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