Regulatory Alerts2014-11-28
Added · Updated
Stable Funding Requirement
The Hong Kong Monetary Authority issued this circular to implement a refined Stable Funding Requirement regime for all authorized institutions. The updated framework introduces new calculation methodologies and reporting templates to enhance liquidity risk management standards. Institutions must adhere to the revised requirements and utilize the specified quarterly reporting forms for compliance.
CIR
Current
Issue Date:
28 Nov 2014
20141128-1-EN.pdf (110.3 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Superseded Document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
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 1 - Stable Funding Requirement (SFR)
Annex
Current
28 Nov 2014
Reference Note 2 - Stable Funding Requirement (“SFR”)
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 1 - Stable Funding Requirement (SFR)
Annex
Current
28 Nov 2014
Reference Note 2 - Stable Funding Requirement (“SFR”)
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Superseded Document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