1996-10-23

Added · Updated

Guideline on Risk Management of Derivatives and Other Traded Instruments

The Hong Kong Monetary Authority issued this guideline to establish risk management standards for authorized institutions dealing with derivatives and other traded instruments. The document outlines requirements for credit risk and market risk management, specifically addressing counterparty credit risk and other market risk factors. It serves as a foundational regulatory framework for all authorized institutions to ensure robust risk governance practices.

Hong Kong Monetary Authority logo

Hong Kong

Hong Kong Monetary Authority

Click to view thumbnail

GLI

Current

Guideline Number: 12.2.1

Issue Date:

23 Oct 1996

19961023-2-EN.pdf (13.7 MB)

Topic:

Credit Risk Management - CCR

Market Risk Management - Others

Group:

All Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

Directly related Document

Directly related Document

Cross referenced Document

Version History

Superseded Document

You may also be interested in

GLI

Current

27 Mar 1996

Guideline on Risk Management of Derivatives and Other Traded Instruments

Enclosure: Guideline on Risk Management of Derivatives and Other Traded Instruments

GLI

Current

27 Mar 1996

Guideline on Risk Management of Derivatives and Other Traded Instruments

CIR

Current

13 Dec 2024

Guidelines for counterparty credit risk management