Regulatory Alerts2018-12-14
Added · Updated
Interest Rate Risk in the Banking Book (IRRBB): Local Implementation Enclosure 3 Revised Return of Interest Rate Risk Exposures
The Hong Kong Monetary Authority issued this circular to implement local standards for Interest Rate Risk in the Banking Book (IRRBB) by all authorized institutions. It introduces a revised Return of Interest Rate Risk Exposures, designated as Form MA(BS)12, to standardize regulatory reporting requirements. This document serves as the primary enclosure for the new reporting framework alongside related annexes and FAQs.
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