Guides the application of the Banking (Liquidity) Rules: the approach to supervising liquidity risk; the statutory requirements (the Liquidity Coverage Ratio, the Liquidity Maintenance Ratio, the Net Stable Funding Ratio, the Core Funding Ratio, their application on a Hong Kong office, unconsolidated and consolidated basis, notification of liquidity events, internal targets and limits); the designation of category 1 and category 2A institutions and its review; the application of the LCR (structure, high quality liquid assets at levels 1, 2A and 2B with ceilings, the alternative liquidity approach, total net cash outflows, cryptoassets, monetisation of HQLA under stress); the application of the LMR (liquefiable assets, qualifying liabilities, deductions); and the liquidity disclosure standard. Classification: a statutory guideline issued by the Monetary Authority under the Banking Ordinance §7(3); version V.5, 19.12.2025; applies to all AIs.
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.