7.3 Preconfigured HKMA Regulatory CFR Scenarios

OFS LRRCHKMA supports ready-to-use HKMA CFR assumptions according to HKMA Guidelines on the Core Funding Ratio.

This section explains the business assumptions, which support CFR as per 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 column Regulatory Reference of Regulations Addressed through Business Assumptions.

Table 6-3 Document Identifiers for HKMA CFR

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 gives only the contextual information of the business assumptions. For more information, see the OFS LRS Application (UI).