2025-11-27

Added 2026-06-20 · Updated 2026-07-10

Cryptoassets Standard: SPM Modules, Code of Practice, Disclosure Templates and Tables, and Banking Returns - Annex 2(i): SPM: MR-2 CVA Risk Capital Charge

The Hong Kong Monetary Authority issued this circular to specify the CVA risk capital charge requirements under the Standardized Approach for Market Risk. It mandates that all authorized institutions calculate their Capital Adequacy ratios in accordance with the detailed provisions outlined in Annex 2(i). This regulatory update ensures consistent application of market risk standards for institutions holding cryptoassets and other relevant exposures.

Hong Kong

Hong Kong Monetary Authority

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CIR

Current

Issue Date:

27 Nov 2025

MR-2.pdf (480.9 KB)

Topic:

Capital Adequacy - Market Risk

Group:

All Authorized Institutions

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Cross referenced Document

Version History

Superseded Document

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