1. Liquidity Risk Regulatory Calculations for Hong Kong Monetary Authority User Guide
  2. Preface
  3. What is New in this Release

2.6 What is New in this Release

The Oracle Financial Services Liquidity Risk Regulatory Calculations for Hong Kong Monetary Authority Release 8.0.8.2.8 is an enhancement of the existing Oracle Financial Services Liquidity Risk Regulatory Calculations for Hong Kong Monetary Authority Release 8.0.8.2.0 and includes the following updates:

  • MA(BS)23 - Part 4 - B3.40
  • MA(BS)23 - Part 4 - B3.41
  • MA(BS)23 - Part 4 - B3.42
  • MA(BS)23 - Part 4 - B3.43
  • LMT Part 1 - concentration of funding sources Table A - Group basis logic updated
  • Holiday calendar Logic updated
  • MA(BS)23 - Part 3 - Table B - Logic same as LCR table 8
  • MA(BS)23 - Part 3 - Table A - Logic same as LCR C7
  • LMT - Part4 - A1a and A1b - Encumbered and unencumbered deposits reported separately
  • LMT - Part1B - 1-3 - Product and Customer segmentation corrected
  • LMT - Part4 - 7 - Product coverage updated
  • LMT - Part4 - 22a, 22b(i) and 22b(ii) - Readily monetizable flag introduced and product coverage updated
  • LMT - Part2 - 1a to 1f - "Location of asset" attribute update appropriately
  • LMT - Part2 - 1h(i) to 1h (iii) - "Location of asset" attribute update appropriately
  • LMT - Part2 - 1a and 1b - Product coverage updated
  • LMT - Part2 - 1c - Flag for RMB liquidity facility introduced
  • LMT - Part2 - 1d - Product coverage updated
  • LMT - Part2 - 1e and 1f - double counting removed
  • LMT4 - 23 - Non-performing treatment updated
  • LMT2- Part2 -1h(i), 1h(ii), and 1h(iii) - Scheme code and purchase criteria introduced
  • LMT4 - 21 - Non-performing treatment updated
  • LMT2- Part2 - 1g - Updated product coverage
  • LMT4 - 24 - Non-performing treatment updated