Regulatory Alerts2018-12-14
Added · Updated
Interest Rate Risk in the Banking Book (IRRBB): Local Implementation
The Hong Kong Monetary Authority issued this circular on December 14, 2018, to provide local implementation guidance for Interest Rate Risk in the Banking Book standards. It mandates that all authorized institutions adopt revised reporting forms, specifically MA(BS)12A, MA(BS)12B, and MA(BS)12, to accurately capture and disclose IRRBB exposures. The document supersedes previous scope applications and aligns domestic supervisory expectations with international regulatory frameworks for interest rate risk management.
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