6.4 Pre-configured HKMA Regulatory NSFR Scenarios

OFS LRRCHKMA supports out-of-the-box HKMA NSFR Assumptions according to HKMA Guidelines on the Net Stable Funding Ratio.

This section explains the business assumptions, which support NSFR as per HKMA master circular HKMA Notification No. B1/15C S4/16C: Return of Stable Funding Position of an Authorized Institution, January 2018.

The following table lists the Document Identifiers provided in the Regulatory Reference column of the Regulations Addressed through Business Assumptions section.

Table 5-3 Document Identifiers for Regulatory References in NSFR

Document Number	Document Name	Issued Date
Cap. 155 sub. leg. Q	Banking (Liquidity) Rules	January 2018
Basel Committee Banking Supervision, Basel III	The net stable funding ratio, (BCBS 295) Reference	October 2014
MA(BS)26	Return of Stable Funding Position of an Authorized Institution	January 2020

Note:

This section provides only contextual information about business assumptions. For more detailed information, see the OFS LRS application (UI).