The amendments expand the scope of HQLA recognisable as "level 2B assets" under the LCR and introduce a 5% stable funding requirement on total derivative liabilities under the NSFR.
The amendments expand the scope of HQLA recognisable as "level 2B assets" under the LCR and introduce a 5% stable funding requirement on total derivative liabilities under the NSFR.
BLAR, CFR, derivatives, HKMA, HQLA, LCR, Liquidity, Liquidity Risk, LMR, NSFR, stable funding