Regulatory Alerts2025-02-12
Added · Updated
Interest Rate Risk Management Annex 1: Guidance on calculation of capital adequacy ratios adjusted for unrealised losses on held-to-maturity debt securities
The regulator issued this document on 12 February 2025 to provide guidance on calculating capital adequacy ratios adjusted for unrealized losses on held-to-maturity debt securities. This annex applies to all authorized institutions and addresses interest rate risk management within the banking book. It serves as a direct component of the broader Interest Rate Risk Management framework, replacing or supplementing previous supervisory policy manuals on the subject.
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