2016-04-28

Added · Updated

Basel Committee – Interest Rate Risk in the Banking Book

The document is identified by the regulator as a listing for the Basel Committee's guidance on Interest Rate Risk in the Banking Book. It references the Supervisory Policy Manual section IR-1 which governs interest rate risk management for all authorized institutions. The text indicates a version history where the 2002 policy manual was superseded by current regulations effective April 2016.

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Hong Kong Monetary Authority

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CIR

Current

Issue Date:

28 Apr 2016

20160428-1-EN.pdf (82.1 KB)

Topic:

Interest Rate Risk Management

Group:

All Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

Directly related Document

Directly related Document

Cross referenced Document

Version History

Superseded Document

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