Regulatory Alerts2019-11-28
Added · Updated
Interest Rate Risk in the Banking Book: Frequently Asked Questions - Reporting Requirement
The Hong Kong Monetary Authority issued this document to clarify reporting requirements for Interest Rate Risk in the Banking Book through a specific FAQ enclosure. It serves as a supplementary guide to the supervisory policy, addressing common inquiries regarding the MA(BS)12A reporting framework. The guidance aims to ensure consistent and accurate data submission by authorized institutions managing interest rate risk exposures.
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