Regulatory Alerts2025-12-23
Added · Updated
IRRBB: Revised SPM Module IR-1 and Completion Instructions
The Hong Kong Monetary Authority issued this circular on December 23, 2025, to update the Supervisory Policy Manual module IR-1 regarding Interest Rate Risk in the Banking Book. The document introduces revised completion instructions and new reporting forms, specifically Forms MA(BS)12, MA(BS)12A, and MA(BS)12B, for all authorized institutions. These changes standardize the return of interest rate risk exposures and supplementary information to enhance regulatory oversight and data consistency.
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