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.
CIR
Current
Issue Date:
14 Dec 2018
20181214-12-EN.pdf (1.2 MB)
Topic:
Interest Rate Risk Management
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
14 Dec 2018
Interest Rate Risk in the Banking Book (IRRBB): Local Implementation
Annex
Current
14 Dec 2018
Enclosure 2 - Return of Interest Rate Risk in the Banking Book (Supplementary Information) (Form MA(BS)12B)
Annex
Current
14 Dec 2018
Enclosure 3 - Revised Return of Interest Rate Risk Exposures (Form MA(BS)12)
Annex
Archive
14 Dec 2018
Enclosure 4 - IRRBB FAQ
SPM-NGL
Archive
14 Dec 2018
IR-1 Interest Rate Risk in the Banking Book
CIR
Current
14 Dec 2018
Interest Rate Risk in the Banking Book (IRRBB): Local Implementation
Annex
Current
14 Dec 2018
Enclosure 2 - Return of Interest Rate Risk in the Banking Book (Supplementary Information) (Form MA(BS)12B)
Annex
Current
14 Dec 2018
Enclosure 3 - Revised Return of Interest Rate Risk Exposures (Form MA(BS)12)
Annex
Archive
14 Dec 2018
Enclosure 4 - IRRBB FAQ
SPM-NGL
Archive
14 Dec 2018
IR-1 Interest Rate Risk in the Banking Book
Cross referenced Document
Version History
Superseded Document
You may also be interested in
CIR
Current
12 Feb 2025
Interest Rate Risk Management
CIR
Archive
13 Dec 2002
Supervisory Policy Manual (SPM) : IR-1 "Interest Rate Risk Management" Revised "Return of Interest Rate Risk Exposures" (IRR return)
SPM-NGL
Archive
13 Dec 2002
IR-1 Interest Rate Risk Management