Regulatory Alerts2014-11-28
Added · Updated
Stable Funding Requirement Annex 3: SFR Quarterly Reporting Template
The Hong Kong Monetary Authority issued this circular to implement the refined Stable Funding Requirement regime for all authorized institutions. It introduces Annex 3, which specifies the quarterly reporting template for the SFR, alongside supporting reference notes and calculation illustrations. This framework updates the existing liquidity risk management standards to ensure consistent and accurate funding stability reporting.
CIR
Current
Issue Date:
28 Nov 2014
20141128-4-EN.pdf (73.8 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Superseded Document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
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 2 - Illustrations of SFR calculation based on the refined regime
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Superseded Document
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