2006-11-23

Added · Updated

Benchmarking of Stress-testing Practices in relation to Treasury Activities

The Hong Kong Monetary Authority issued this circular on November 23, 2006, to establish a benchmarking framework for stress-testing practices specifically related to treasury activities. The document outlines good practices for authorized institutions to ensure robust stress testing methodologies within their treasury operations. It serves as a reference for internal controls and risk management standards in the banking sector.

Hong Kong Monetary Authority logo

Hong Kong

Hong Kong Monetary Authority

Click to view thumbnail

CIR

Current

Issue Date:

23 Nov 2006

20061123-2-EN.pdf (196.4 KB)

Topic:

Internal Controls - Others

Treasury market - Others

Group:

All Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

Directly related Document

CIR

Current

23 Nov 2006

Benchmarking of Stress-testing Practices in relation to Treasury Activities

CIR

Current

23 Nov 2006

Benchmarking of Stress-testing Practices in relation to Treasury Activities

Cross referenced Document

Version History

Superseded Document

You may also be interested in

SPM-NGL

Current

13 Apr 2026

IC-5 Stress-testing

CIR

Current

13 Apr 2026

Revised Supervisory Policy Manual (SPM) Module IC-5 on “Stress-testing”

SPM-NGL

Archive

09 May 2012

IC-5 Stress-testing