Regulatory Alerts2019-01-17
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FRTB: Revised Market Risk Standards
The Hong Kong Monetary Authority issued this letter to inform locally incorporated authorized institutions of the Basel Committee on Banking Supervision's revised Fundamental Review of the Trading Book standards. The HKMA urges institutions to begin firm-specific implementation in 2019 and plans to release a local consultation paper in the second quarter of 2019. The revised framework updates the 2016 version with enhanced risk sensitivity, clarified book assignments, and a simplified approach for smaller trading books.
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