Regulatory Alerts2024-12-20
Added · Updated
HKMA: Revised SPM Module CA-B-3 and Return MA(BS)25 for Countercyclical Capital Buffer
The Hong Kong Monetary Authority issued revised Supervisory Policy Manual module CA-B-3 and return MA(BS)25 to implement consequential changes from the Banking (Capital) (Amendment) Rules 2023. The updates incorporate new approaches under the revised market risk framework and clarify the relevance of the output floor and credit valuation adjustment risk in calculations. Locally incorporated authorized institutions must submit the revised return via the STET system starting from the reporting position as of 31 March 2025.
Topics
Share