9.2.1 MA(BS) 23 - Return on Liquidity Monitoring Tools

The following table describes the parameters in the regulatory template MA(BS) 23 - Return on Liquidity Monitoring Tools.

Table 8-9 MA(BS) 23 - Return on Liquidity Monitoring Tools

BI Publisher Name	HKMA Templates
Report Name	MA(BS) 23 - Return on Liquidity Monitoring Tools
Report Description	The Report collects information from reporting institution on a set of liquidity monitoring tools to facilitate the Monetary Authority's on-going supervision and monitoring of liquidity risk, both for individual reporting institution and for the banking sector as a whole. The report aims to address the below monitoring parameters: Funding sources that are significant to reporting institution, and the level of concentration of such funding sources. Reporting institution available unencumbered assets that can be, or have the potential to be used for the purposes of secured borrowing or raising additional sources of liquidity. Information on committed facilities received or granted by the reporting institution. Maturity profile of reporting institution's on-balance sheet and off- balance sheet assets and liabilities for defined time bands for assessing maturity mismatch positions and its potential liquidity needs under different scenarios. Key components of Liquidity Coverage Ratio (LCR) by significant currency for the reporting institution.
Report Type	Tabular Report - BI Publisher
Report Level Filters	As of Date: Select the As of Date from drop down list. Institution Category: Select category from drop down list. Run: Select Run from drop down list. Consolidation Type: Select the Consolidation Type from drop down list. Entity: Select entity from drop down list.
Dimensions	Part I CONCENTRATION OF FUNDING SOURCES Table A: Significant Funding providers (Banks and Non-Banks Customers, Connected party of the reporting institution) Table B: Significant funding instruments Part II UNENCUMBERED ASSETS AVAILABLE FOR SECURED BORROWING Types of unencumbered assets Part III COMMITTED FACILITIES Connected Party Table A: Name of facility provider Table B: Name of bank or non-bank financial institution to which the facility is granted Part IV MATURITY PROFILE AND SUPPLEMENTARY INFORMATION Table A Contractual maturity profile (On-balance sheet liabilities, Off-balance sheet obligations, On-balance sheet assets, Off-balance sheet claims) Table B. Supplementary Information (Table B1, Table B2, Table B3 ) Part V LIQUIDITY COVERAGE RATIO BY SIGNIFICANT CURRENCIES Other currencies which are significant to the reporting institution
Measures	Part I CONCENTRATION OF FUNDING SOURCES Total amount As % of total liabilities Breakdown of total amount by remaining term to maturity Part II UNENCUMBERED ASSETS AVAILABLE FOR SECURED BORROWING Total Amount Location of Assets Part III COMMITTED FACILITIES Total contractual facility limit Irrevocable undrawn commitment Total amount drawn Part IV MATURITY PROFILE AND SUPPLEMENTARY INFORMATION Total Amount Contractual maturity of cash flows and securities flows arising from the relevant items Balancing Amount Part V LIQUIDITY COVERAGE RATIO BY SIGNIFICANT CURRENCIES Total HQLA (before adjustments for 15%ceiling and 40% ceiling) Total HQLA (after adjustments for 15%ceiling and 40% ceiling) Total expected cash outflows Total expected cash inflows(before 75% ceiling) Total expected cash inflows(after 75% ceiling)
Report Location	Shared Folders/HKMA/Regulatory Reporting Templates / Return_Template_MA (BS) 23