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.
CIR
Current
Issue Date:
12 Feb 2025
20250226-2-EN.pdf (275.5 KB)
Topic:
Interest Rate Risk Management
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
12 Feb 2025
Interest Rate Risk Management
Annex
Current
12 Feb 2025
Annex 2 - Good practices on using behavioural models for measuring interest rate risk in the banking book
CIR
Current
12 Feb 2025
Interest Rate Risk Management
Annex
Current
12 Feb 2025
Annex 2 - Good practices on using behavioural models for measuring interest rate risk in the banking book
Cross referenced Document
Version History
Superseded Document
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