Regulatory Alerts2019-01-17
Added · Updated
FRTB: Revised Market Risk Standards
The Hong Kong Monetary Authority issued this circular on January 17, 2019, to implement the Revised Fundamental Review of the Trading Book (FRTB) standards for locally incorporated authorized institutions. The document establishes updated capital adequacy requirements for market risk, aligning local regulations with the finalized Basel III framework and revised FRTB timeline. It supersedes previous model recognition guidelines to ensure consistent and robust calculation of market risk capital charges.
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