2025-12-23

Added · Updated

IRRBB: Revised SPM Module IR-1 and Completion Instructions

The regulator issued revised completion instructions for the Interest Rate Risk in the Banking Book (IRRBB) reporting forms, specifically targeting Form MA(BS)12B. These updates accompany the revision of Supervisory Policy Manual module IR-1 to align with current regulatory standards for interest rate risk management. All authorized institutions are required to adopt these changes to ensure accurate submission of supplementary information regarding their banking book exposures.

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Hong Kong Monetary Authority

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