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).