2006-11-23

Added · Updated

Benchmarking of Stress-testing Practices in relation to Treasury Activities

The Hong Kong Monetary Authority issued this circular to provide benchmarking insights on stress-testing practices specifically related to treasury activities for all authorized institutions. The document outlines good practices for stress testing to enhance internal controls and risk management within the treasury market. It serves as a reference for institutions to evaluate and improve their stress-testing frameworks in alignment with supervisory expectations.

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Hong Kong Monetary Authority

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