4.4 Preconfigured Regulatory LCR Scenario

OFS LRRCHKMA supports an out-of-the-box HKMA LCR which has the regulatory scenario with associated HQLA haircuts, inflow, and outflow percentage/rates preconfigured in the form of business assumptions. This section explains the business assumptions and the corresponding regulatory reference.

Note:

This section provides only contextual information about the business assumptions. For detailed information, see the OFS LRS application (UI). For detailed processes and tasks, see the Run Chart.

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

Regulation Reference Number	Document Name	Issued Date
Cap. 155 sub. leg. Q	Banking (Liquidity) Rules	January 2018
BCBS 238	Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools	January 2013
MA(BS)23	Completion Instructions Return on Liquidity Monitoring Tools	January 2017

The list of preconfigured Business Rules, assumptions and the corresponding reference to the regulatory requirement that it addresses are provided in the tables listed in the Regulations Addressed through Business Assumptions and Regulations Addressed through Business Rules sections.

The Regulatory Reference column for each rule or assumption has reference to the name of the Document Identifiers such as MC and should be read in conjunction with the Document Identifier listed in the preceding table.