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January 11, 2018

HKMA finalized the Return of Stable Funding Position (Return MA(BS)26) of an authorized institution, along with the associated completion instructions, after consultation with the two industry associations.

Category 1 and category 2A institutions are required to use this Return to calculate the Net Stable Funding Ratio (NSFR) and Core Funding Ratio (CFR) respectively. These institutions must report this Return to the HKMA quarterly, according to the timelines set out in the Completion Instructions. HKMA will inform the relevant institutions when the electronic file for the submission of this Return is available for downloading. The Return consists of three parts:

  • Part 1 captures certain key information relating to the reporting institution’s NSFR or CFR during the quarterly reporting period.
  • Part 2 captures details related to the calculation of NSFR on the quarter-end date. This Part should be completed by all category 1 institutions.
  • Part 3 captures details related to the calculation of CFR on the quarter-end date. This Part should be completed by all category 2A institutions.

 

Keywords: Asia Pacific, Hong Kong, Banking, NSFR, CFR, Basel III, Reporting, HKMA

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