Appendix A2 - Terms and conditions for licensed corporations or registered institutions which manage portfolios that invest in virtual assets

Annex Email: HKMA E-mail Alert of 28 May 2026 (05:00 p.m. HKT)

Document Information

Title: Appendix A2 - Terms and conditions for licensed corporations or registered institutions which manage portfolios that invest in virtual assets

Type: Annex

URL: https://brdr.hkma.gov.hk/eng/doc-ldg/docId/20260527-27-EN

Email Received: 2026-05-28 19:24

Summary Created: 2026-05-28 14:02

English Summary (4900 chars)
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Management Summary
  • Purpose / Background: This document sets out the regulatory terms and conditions for Licensed Corporations (LCs) and Registered Institutions (RIs) acting as "Virtual Asset Fund Managers" (VAFMs). It defines the operational, custodial, and conduct standards for entities managing portfolios where ≥10% of Gross Asset Value (GAV) is invested in virtual assets (VA).
  • One-line conclusion: VAFMs must implement rigorous custodial safeguards, maintain minimum liquid capital of HK$3 million, and ensure suitability and comprehensive risk disclosure for all VA-related investment activities.
  • Key Changes:
  • Established a "de minimis" threshold (10% GAV) for regulatory applicability.
  • Mandated strict segregation of client assets and formal oversight of custodial arrangements (including self-custody controls).
  • Introduced specific liquidity requirements for VAFMs holding client assets.
  • Formalized requirements for discretionary account management, including client knowledge assessments.
  • Integrated Stablecoins (under the Stablecoins Ordinance) into the regulatory framework.
  • Set explicit record-keeping requirements (7-year retention).
  • Key Dates / Deadlines: Effective May 2026.
  • Applicability / Impact scope: All SFC-licensed corporations and HKMA-registered institutions managing funds or discretionary accounts that invest in Virtual Assets exceeding the de minimis threshold.
  • Recommended management actions:
  • Conduct a gap analysis of current custodial arrangements against the "safety of fund assets" requirements (paragraphs 4.1-4.12).
  • Implement formal policies for self-custody and independent custodian selection, ensuring thorough due diligence and documentation.
  • Update client onboarding and risk disclosure templates to include mandatory VA-specific warnings (unless stablecoin-exclusive).
  • Review liquid capital levels to ensure compliance with the HK$3 million minimum.
  • Establish robust cybersecurity and risk management frameworks for VA operations, including IP/wallet whitelisting procedures.
Detailed Summary
  1. Document Overview:
  • The document applies to LCs/RIs managing VA portfolios. It applies if a fund's objective is to invest in VAs or if it intends to hold ≥10% of GAV in VAs. It does not apply if the fund mandate is mainly securities and the 10% threshold is exceeded due to price volatility (provided the manager takes steps to reduce exposure).
  1. Main Requirements:
  • Financial Resources: Must maintain liquid capital of at least HK$3 million (or higher variable capital).
  • Custody: Must appoint an independent custodian; however, if self-custody is used, the VAFM must maintain strict internal controls, declare a trust over wallets, and carry insurance. All custodial decisions must be documented.
  • Operational Controls: Requires specific controls for whitelisting IP/wallet addresses and account creation.
  • Valuation: Policies must be reasonable, appropriate, and in the best interests of investors.
  • Audit: Annual audited financial statements for all managed funds are mandatory.
  1. Key Changes:
  • Formalized integration of the *Stablecoins Ordinance* (SO).
  • Enhanced requirements for discretionary account managers, including suitability assessments and mandatory written client agreements.
  1. Important Dates & Transition:
  • Effective: May 2026.
  • Immediate requirement to notify the SFC/HKMA of significant business model changes at least 7 business days in advance.
  1. Impact and Risks:
  • Operational: High burden on due diligence for custodians and trading platforms.
  • IT/Data: Necessity for secure key management and cybersecurity defenses.
  • Compliance: Increased reporting obligations and the need for frequent reconciliation of omnibus accounts.
  1. Compliance Action Checklist:
  • [ ] Audit existing custodial agreements to ensure alignment with Section IV.
  • [ ] Map "de minimis" thresholds across all existing funds.
  • [ ] Establish a 7-year record-keeping policy for all VA transaction trails.
  • [ ] Develop a "Client Suitability" assessment framework for discretionary accounts.
  • [ ] Prepare an incident response plan for potential "material non-compliance" reporting.
  1. Appendices/Attachments Summary:
  • Schedule 1: Lists existing SFC/HKMA codes/guidelines (e.g., Code of Conduct, AML Guidelines) that apply to VA activities.
  • Schedule 2: Imposes specific rules for discretionary account management, such as mandatory knowledge assessments and suitability requirements for retail clients.
  • Schedule 3 & 4: Detail risk management techniques (counterparty/cybersecurity) and mandatory risk disclosure examples (price volatility, custody risk, legal uncertainty) to be provided to investors.
中文摘要 (2130 chars)
快速切換摘要區塊
管理層摘要
  • 目的/背景 本文件旨在為管理虛擬資產(VA)投資組合的持牌法團或註冊機構,制定詳細的監管條款與細則,確保相關基金及委託帳戶運作的穩健性、合規性與投資者保障。
  • 一句話結論 從事虛擬資產組合管理之機構必須嚴格遵守由資產託管、風險管理到資訊披露的一系列強制性規範,並特別針對「虛擬資產基金經理」的定義範圍與託管要求進行了明確化。
  • 關鍵變更
  1. 明確界定門檻 明確「虛擬資產基金經理」適用於投資目標涉及虛擬資產,或投資比例達總資產淨值 (GAV) 10% 以上之基金/帳戶。
  2. 託管分離原則 強制要求選用獨立託管人(Custodian),並嚴格執行資產隔離,自託管(Self-custody)需具備額外核准與保險。
  3. 流動資本要求 持牌法團若代管虛擬資產,須維持至少 300 萬港元或變動流動資本(以較高者為準)。
  4. 客戶協議與適合性 新增針對零售客戶的交易限制(如僅限高流動性資產)、強制性風險披露條款,以及定期評估投資組合適合性的責任。
  5. 營運審計 強制基金聘請獨立核數師,並確保審計過程涵蓋虛擬資產存在性驗證與估值合理性。
  • 重要日期 / 截止日 本文件標註日期為 2026 年 5 月,建議合規官密切注意 SFC/HKMA 後續發布的具體生效公告或轉制安排。
  • 適用對象 / 影響範圍 所有管理虛擬資產投資組合的香港持牌法團(LC)及註冊機構(RI)。
  • 管理層建議行動
  1. 合規缺口評估 對照附件 1-4,排查現行內部政策是否符合對託管、風險及報告的要求。
  2. 託管架構審查 評估現有託管人是否具備合規資質,針對自託管方案進行風險驗收與保險規劃。
  3. 流程優化 更新投資組合管理手冊,特別是針對零售客戶的適合性評估與風險披露文檔。
  4. 審計規劃 聯繫核數師,確認其具備虛擬資產审计能力並符合監管預期。
  5. 預防性報告 建立向 SFC/HKMA 報告重大合規問題的即時通報機制。
詳細摘要

1) 文檔概述
本文件為虛擬資產基金經理制定了行為守則,涵蓋基金託管、風險管理、估值原則、記錄保存及客戶溝通。適用範圍基於「De Minimis Threshold」(10% GAV 門檻),確保中小型規模的虛擬資產配置受到適當規管。

2) 主要要求

  • 財務資源 持有虛擬資產的持牌法團需維持至少 300 萬港元的流動資本。
  • 資產託管 必須委任功能上獨立的第三方託管人;若採「自託管」,必須建立嚴格的內部控制(如人員職能分離、信任宣告、投保)。
  • 客戶金錢 法幣須存於香港認可金融機構的隔離帳戶中,並於收到後一個營業日內存入或支付。
  • 營運審計 每年須委任獨立核數師,並向投資者披露資產存在性與估值合理性的驗證過程。

3) 關鍵變更

  • 強調了針對「穩定幣」(Relevant Stablecoin)的特殊條款,放寬了部分特定情境下的風險披露要求。
  • 對委託帳戶管理(Discretionary Accounts)實施更細緻的適合性評估規範。
  • 規定了關於「白名單」(IP 地址、錢包地址)的具體安全控制要求。

4) 重要日期與過渡安排
文件標註生效於 2026 年 5 月,機構應在此前完成所有內部流程的對標與調整。

5) 對機構的影響與風險

  • 合規成本增加 頻繁的 reconciliation、審計需求及強制保險增加營運成本。
  • IT 與安全風險 對錢包管理及 API 連線的安全性要求極高,存在重大的技術基礎設施合規壓力。

6) 合規動作清單 (Checklist)

  • [ ] 執行虛擬資產投資組合的 GAV 監控,確認是否超標。
  • [ ] 委任合格託管人並簽署符合要求的託管協議。
  • [ ] 若涉及零售客戶,檢核資產是否符合高流動性或大型資產名單。
  • [ ] 為零售客戶簽訂包含強制條款的《委託協議》。
  • [ ] 建立 7 年(一般記錄)及 2 年(訂單記錄)的電子化審計追蹤系統。

7) 附件/附錄摘要

  • Schedule 1 (現有法規) 界定本條款如何與現行《基金經理守則》及《持牌人守則》並行,明確本文件優於常規守則。
  • Schedule 2 (委託帳戶) 規定管理 discretionary accounts 時,必須對非專業投資者進行知識評估與適合性考核,並僅能投資於高流動性資產。
  • Schedule 3 (風險控制) 列出反洗錢、網絡安全、交易平台信用評估及職能分離等具體控制技術。
  • Schedule 4 (風險披露) 列舉強制向投資者揭露的十大風險項目,包括波動性、價格操縱、託管安全及監管法律不確定性。