Regulatory Alerts2026-05-29
Added · Updated
Good practices on market risk capital charge calculation and related risk management
The Hong Kong Monetary Authority issued this letter to share observed good industry practices regarding market risk capital charge calculation and risk management for authorized institutions implementing the Basel III final reform package. The document highlights key practices including embedding capital charge assessments in new product approval processes, maintaining granular product taxonomies, and ensuring robust proxy booking management. Authorized institutions are urged to review their existing frameworks and enhance their processes to ensure accurate and conservative capital charge calculations.
More like this from HKMA
HKMA published 11 documents in the last 30 days. We email you each new one the day it's published.
Topics
Share