2019-11-28

Added · Updated

Interest Rate Risk in the Banking Book: Frequently Asked Questions

The Hong Kong Monetary Authority issued this document to provide clarifications on the implementation of Interest Rate Risk in the Banking Book regulations for all authorized institutions. It addresses common supervisory inquiries regarding risk management practices and reporting requirements to ensure consistent regulatory compliance. The guidance supports institutions in aligning their internal frameworks with the supervisory expectations outlined in related policy manuals.

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Hong Kong Monetary Authority

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