2025-12-19

Added 2026-06-20 · Updated 2026-07-10

Market Risk Capital Charge

The Hong Kong Monetary Authority issued this document to establish the capital adequacy requirements for market risk applicable to all authorized institutions. It serves as the regulatory framework for calculating market risk capital charges, superseding previous consultation papers and model recognition guidelines. The standards ensure that financial institutions maintain sufficient capital buffers to cover potential losses arising from market risk exposures.

Hong Kong

Hong Kong Monetary Authority

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SPM-SGL

Current

Issue Date:

19 Dec 2025

MR-1.pdf (1.2 MB)

Topic:

Capital Adequacy - Market Risk

Group:

All Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

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