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 14 December 2018 to establish local implementation guidelines for Interest Rate Risk in the Banking Book (IRRBB). It requires all Authorized Institutions to manage interest rate risk in accordance with the specified supervisory standards and reporting frameworks. The document serves as the primary regulatory directive for IRRBB compliance, referencing associated enclosures for detailed return forms and supplementary information.
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