Well, this was a little tricker to find. The location is around the junction between Shantung Street and Sai Yee Street. The triads are in the yellow building with the rounded frontage, with the cops on the opposite corner.
When Andy Lau makes the call to his "father", he walks out on to a balcony, which looks down Shantung Street, from the yellow building - G.T. College - on the left-hand side of pic.
They seem to be looking towards the building on the opposite corner, as the location of the deal, and that's certainly where Eric Tsang seems to be heading in to.