Regulatory Alerts2018-12-14
Added · Updated
Interest Rate Risk in the Banking Book (IRRBB): Local Implementation - Enclosure 2: Return of Interest Rate Risk in the Banking Book (Supplementary Information) (Form MA(BS)12B)
The Hong Kong Monetary Authority issued this circular on December 14, 2018, to implement local standards for Interest Rate Risk in the Banking Book (IRRBB). It mandates authorized institutions to submit supplementary information regarding interest rate risk exposures using the specific Form MA(BS)12B. This requirement complements existing IRRBB reporting frameworks to ensure comprehensive regulatory oversight of banking book interest rate risks.
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