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.
CIR
Current
Issue Date:
28 Nov 2019
20191128-7-EN.docx (164.3 KB)
Topic:
Interest Rate Risk Management
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
28 Nov 2019
Interest Rate Risk in the Banking Book: Frequently Asked Questions
Annex
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28 Nov 2019
Enclosure 1 - IRRBB FAQ - Supervisory Policy - IRRBB
SPM-NGL
Current
23 Dec 2025
IR-1 Interest Rate Risk in the Banking Book
CIR
Current
28 Nov 2019
Interest Rate Risk in the Banking Book: Frequently Asked Questions
Annex
Current
28 Nov 2019
Enclosure 1 - IRRBB FAQ - Supervisory Policy - IRRBB
SPM-NGL
Current
23 Dec 2025
IR-1 Interest Rate Risk in the Banking Book
Version History
Superseded Document
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