Regulatory Alerts2026-05-29
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Good practices on market risk capital charge calculation and related risk management
The Hong Kong Monetary Authority issued this document to outline good practices for Authorized Institutions regarding market risk capital charge calculations under the Basel III final reform package. It mandates robust new product approval processes that systematically evaluate capital charges, granular and dynamic product taxonomies for accurate risk mapping, and conservative proxy booking management to ensure adequate risk capture. Institutions are required to implement these frameworks to enhance the completeness and accuracy of their market risk management and capital adequacy assessments.
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