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 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.
CIR
Current
Issue Date:
28 Nov 2019
20191128-6-EN.pdf (53.6 KB)
Topic:
Interest Rate Risk Management
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
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Interest Rate Risk in the Banking Book: Frequently Asked Questions
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Interest Rate Risk in the Banking Book (IRRBB): Local Implementation
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Interest Rate Risk in the Banking Book: Scope of Application
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Superseded Document
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