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 modifies the calculation methodology and reporting templates to enhance liquidity risk management standards. Institutions are required to adhere to the new quarterly reporting procedures and comply with the revised funding stability metrics.
CIR
Current
Issue Date:
28 Nov 2014
20141128-6-EN.pdf (36.7 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Superseded Document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 1 - 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 1 - Stable Funding Requirement (SFR)
Cross referenced Document
Version History
Superseded Document
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