Regulatory Alerts2019-11-28
Added · Updated
Interest Rate Risk in the Banking Book: Frequently Asked Questions
The Hong Kong Monetary Authority issued this document to provide supervisory guidance on Interest Rate Risk in the Banking Book for all authorized institutions. It clarifies regulatory expectations through frequently asked questions regarding supervisory policies and reporting requirements under MA(BS)12A. The guidance ensures consistent management and disclosure of interest rate risks within the banking book.
CIR
Current
Issue Date:
28 Nov 2019
20191128-5-EN.pdf (96.0 KB)
Topic:
Interest Rate Risk Management
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
Annex
Current
28 Nov 2019
Enclosure 1 - IRRBB FAQ - Supervisory Policy - IRRBB
Annex
Current
28 Nov 2019
Enclosure 2 - IRRBB FAQ - Reporting Requirement - MA(BS)12A
CIR
Archive
30 Apr 2019
Interest Rate Risk in the Banking Book: Frequently Asked Questions
Enclosure 1: IRRBB FAQ Supervisory Policy
Annex
Current
28 Nov 2019
Enclosure 1 - IRRBB FAQ - Supervisory Policy - IRRBB
Annex
Current
28 Nov 2019
Enclosure 2 - IRRBB FAQ - Reporting Requirement - MA(BS)12A
CIR
Archive
30 Apr 2019
Interest Rate Risk in the Banking Book: Frequently Asked Questions
Enclosure 1: IRRBB FAQ Supervisory Policy
Version History
Superseded Document
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