I have been wrong before but I have had to exchange money and twice given the amounts I brought had to show HKID or my passport. I change it at Berlin Exchange and not my bank. They go by the rules there. I had to give my HK address too. Now this was for something like CAD$10,000 cash.
Guidelines and Circulars
HKSAR has requirements much like countries the world over. In that link you can see who else subscribes to these rules.
Busy now but noted this in HKMA link:
Particulars to be recorded for any remittance or money changing transaction undertaken for a non-account holder for an amount of HK$20,000 or more or of
an equivalent amount in any other currency."
"Money changing transactions
Transaction reference number
Date and time of transaction
Currencies and amount exchanged
Name, identity card number (or any other document of identity or travel document number with place of issue) of customer which must be verified
Telephone number and address of customer "