2021-12-17

Added · Updated

Market Risk Management - Algorithmic trading and Foreign exchange

The Hong Kong Monetary Authority issued this circular to address market risk management regarding algorithmic trading and foreign exchange activities. It applies to all authorized institutions and directly references the Global Code of Conduct Standards and Practices for the Wholesale Foreign Exchange Market. The document serves as a regulatory update linking current risk management expectations to established industry standards.

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Hong Kong Monetary Authority

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CIR

Current

Issue Date:

17 Dec 2021

20211217-6-EN.pdf (214.3 KB)

Topic:

Market Risk Management - Algorithmic trading

Market Risk Management - Foreign exchange

Group:

All Authorized Institutions

Directly related Document

Cross referenced Document

Version History

Superseded Document

Directly related Document

CIR

Current

28 Sep 2017

Global Code of Conduct Standards and Practices for the Wholesale Foreign Exchange Market (the “FX Global Code”)

Directly related Document

CIR

Current

28 Sep 2017

Global Code of Conduct Standards and Practices for the Wholesale Foreign Exchange Market (the “FX Global Code”)

Version History

Superseded Document

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